Question: 2.49 ( ) By using the definition (2.161) of the multivariate Students t-distribution as a convolution of a Gaussian with a gamma distribution, verify the

2.49 ( ) By using the definition (2.161) of the multivariate Student’s t-distribution as a convolution of a Gaussian with a gamma distribution, verify the properties (2.164),

(2.165), and (2.166) for the multivariate t-distribution defined by (2.162).

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