Question: 2.48 ( ) By following analogous steps to those used to derive the univariate Students t-distribution (2.159), verify the result (2.162) for the multivariate form

2.48 () By following analogous steps to those used to derive the univariate Student’s t-distribution (2.159), verify the result (2.162) for the multivariate form of the Student’s t-distribution, by marginalizing over the variable η in (2.161). Using the definition (2.161), show by exchanging integration variables that the multivariate t-distribution is correctly normalized.

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