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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1912.01607 |
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| _version_ | 1866917870465712128 |
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| author | Kirkby, J. Lars Nguyen, Dang Nguyen, Duy |
| author_facet | Kirkby, J. Lars Nguyen, Dang Nguyen, Duy |
| contents | In this note, we derive the closed form formulae for moments of Student's t-distribution in the one dimensional case as well as in higher dimensions through a unified probability framework. Interestingly, the closed form expressions for the moments of Student's t-distribution can be written in terms of the familiar Gamma function, Kummer's confluent hypergeometric function, and the hypergeometric function. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1912_01607 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Moments of Student's t-distribution: A Unified Approach Kirkby, J. Lars Nguyen, Dang Nguyen, Duy Probability Statistics Theory In this note, we derive the closed form formulae for moments of Student's t-distribution in the one dimensional case as well as in higher dimensions through a unified probability framework. Interestingly, the closed form expressions for the moments of Student's t-distribution can be written in terms of the familiar Gamma function, Kummer's confluent hypergeometric function, and the hypergeometric function. |
| title | Moments of Student's t-distribution: A Unified Approach |
| topic | Probability Statistics Theory |
| url | https://arxiv.org/abs/1912.01607 |