The density function of Students distribution on degrees of freedom is (1+t 2/) (+1)/2 1/2B(
Question:
The density function of Student’s distribution on ѵ degrees of freedom is
(1+t 2/ν)
−(ν+1)/2
ν
1/2B(
1 2
,ν/2) − ∞ < t < ∞, r − 1 j − 1 r − 1 j − 1 r − 1 j − 1
μ
′
r =
r ∑
j=0
( )μr−j(μ
′
1)
j
μr =
r ∑
j=0
( )μ
′
r−j(−μ
′
1)
j
.
r j
r j
where B(.,.) is the beta function. Show that the odd moments that exist are zero and that the even moments are
.
Hence show that
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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