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Moments of Student's t-distribution: A Unified Approach (1912.01607v3)
Published 3 Dec 2019 in math.PR, math.ST, and stat.TH
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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