1.12 Student's t-distribution 8(0) = (1+²) (1+²) [√UB (12-2)]; f(t) with B(a,b) Γ(α)Γ(β) r(a+ß)' -00 < t < 00 Derive E(T) = 0 and var(T) = V v-2

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1.12 Student's t-distribution
f(t) =
with B(a,ß):
(₁+²)
V
=
(v+1)
Γ(α)Γ(β)
I(a+B)
?
√VB (2 + 2)].
-∞0 < t < ∞0⁰
Derive E(T) = 0 and var(T) =
V
v-2
Transcribed Image Text:1.12 Student's t-distribution f(t) = with B(a,ß): (₁+²) V = (v+1) Γ(α)Γ(β) I(a+B) ? √VB (2 + 2)]. -∞0 < t < ∞0⁰ Derive E(T) = 0 and var(T) = V v-2
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