A simple proof of the characteristic function of Student's t-distribution

2019/12/03 by Gaunt, Robert E.
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1912.01245

Abstract

This note presents a simple proof of the characteristic function of Student's t-distribution. The method of proof, which involves finding a differential equation satisfied by the characteristic function, is applicable to many other distributions.

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