58. Let Xl . . . X, be independent N(O,l), and let S2 be inds>endent of the...
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58. Let Xl •. . .• X, be independent N(O,l), and let S2 be inds>endent of the X's and distributed as X;. Then the distribution of (XI/Sill, . . . • Xr/S..;;) is a central multivariate t-distribution, and its density is _ r(HII + r)) ( 1 2) -~(v+r) p(v1 . · ··.vr ) - r/2 l+-Ev; ('lTII) r(II/2)
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