Question: Solve the following question manually and show your process. Let X be a random variable from a Student's t distribution with p degrees of freedom

Solve the following question manually and show your process.

Let X be a random variable from a Student's t distribution with p degrees of freedom and pdf as defined in lecture notes. (a) Derive the mean and variance of X. (b) Show that X2 has an F distribution with 1 and p degrees of freedom

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