A simple proof of the characteristic function of Student's $t$-distribution
Statistics Theory
2019-12-04 v1 Statistics Theory
Abstract
This note presents a simple proof of the characteristic function of Student's -distribution. The method of proof, which involves finding a differential equation satisfied by the characteristic function, is applicable to many other distributions.
Cite
@article{arxiv.1912.01245,
title = {A simple proof of the characteristic function of Student's $t$-distribution},
author = {Robert E. Gaunt},
journal= {arXiv preprint arXiv:1912.01245},
year = {2019}
}
Comments
3 pages. To appear in Communications in Statistics - Theory and Methods, 2019+