Question: Suppose that X has the t distribution with m degrees of freedom (m > 2). Show that Var(X) = m/(m 2). To evaluate E(X2),

Suppose that X has the t distribution with m degrees of freedom (m > 2). Show that Var(X) = m/(m − 2). To evaluate E(X2), restrict the integral to the positive half of the real line and change the variable from x to
y = x2/m/1+ x2/m.

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