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Bibliographic Details
Main Authors: Kirkby, J. Lars, Nguyen, Dang, Nguyen, Duy
Format: Preprint
Published: 2019
Subjects:
Online Access:https://arxiv.org/abs/1912.01607
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Table of 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.