Moments of Student's t-distribution: A Unified Approach
Probability
2024-12-18 v3 Statistics Theory
Statistics Theory
Abstract
In this note, we derive the closed form formulae for moments of Student's t-distribution in the one dimensional case as well as in higher dimensions through a unified probability framework. Interestingly, the closed form expressions for the moments of Student's t-distribution can be written in terms of the familiar Gamma function, Kummer's confluent hypergeometric function, and the hypergeometric function.
Keywords
Cite
@article{arxiv.1912.01607,
title = {Moments of Student's t-distribution: A Unified Approach},
author = {J. Lars Kirkby and Dang Nguyen and Duy Nguyen},
journal= {arXiv preprint arXiv:1912.01607},
year = {2024}
}
Comments
corrected two typos