Suppose that X has the t distribution with m degrees of freedom (m > 2). Show that

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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.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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