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arXiv · 1912.01607

Moments of Student's t-distribution: A Unified Approach

J. Lars Kirkby·Dang Nguyen·Duy Nguyen
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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.

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BibTeXRIS

J. Lars Kirkby, Dang Nguyen, Duy Nguyen. 2019-12-03. Moments of Student's t-distribution: A Unified Approach. https://arxiv.org/abs/1912.01607

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