Question: Let T have a t distribution with r degrees of freedom. Show that E(T) = 0 provided that r 2, and Var(T) = r/(r

Let T have a t distribution with r degrees of freedom. Show that E(T) = 0 provided that r ≥ 2, and Var(T) = r/(r − 2) provided that r ≥ 3, by first finding E(Z), E(1/√U), E(Z2), and E(1/U).

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Because Z is N 0 1 EZ 1 and EZ 2 1 U is X 2 r so it follows that The last integral i... View full answer

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