Question

Let T  = z/(sqrt(w/v)) has a t-distribution with ν df, when Z ~ N(0, 1) is independent...

Let T  = z/(sqrt(w/v)) has a t-distribution with ν df, when Z ~ N(0, 1) is independent of W ~ χ2(ν);  Prove that

V(T) = v/v-2 if ν > 2, Use that V(T) = E(T2) - µ2.

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Answer #1

TOPIC:Variance of t-distribution.

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