Student t orthogonal polynomials

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SUMMARY

The discussion centers on the derivation of Student-t orthogonal polynomials using the weight function (1 + t²/v)^-(v+1)/2. The user successfully applies the Gauss-Hermite polynomial derivation method to obtain the orthogonal polynomials in the form φ_{m}(t) = A_{m}/[1 + t²/v]/(d^m/dt^m)[(1/(1 + t²/v))^(v-1)/2 - m]. The integral condition for orthogonality is confirmed as ∫_{-∞}^{+∞} (1/(1 + t²/v))^(v+1)/2 φ_{m}(t) φ_{n}(t) dt = 0. This confirms the validity of the derived polynomials.

PREREQUISITES
  • Understanding of orthogonal polynomials
  • Familiarity with Gauss-Hermite polynomials
  • Knowledge of the Student-t distribution
  • Proficiency in TeX for mathematical notation
NEXT STEPS
  • Research the derivation of Gauss-Hermite polynomials
  • Explore the properties of Student-t distribution
  • Study the application of orthogonal polynomials in statistical modeling
  • Learn about numerical integration techniques for orthogonal polynomials
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Mathematicians, statisticians, and researchers in fields requiring advanced statistical modeling and polynomial approximation techniques.

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I've just read a paper that references the use of student-t orthogonal polynomials. I understand how the Gauss-Hermite polynomials are derived, however applying the same process to the weight function (1 + t^2/v)^-(v+1)/2 I can't quite get an answer that looks anything like a polynomial.

Would anyone be able to provide me with the student-t polynomials, which I can check my derivation against?

Thank you.
 
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As far as I can remember you should end up with the prthogonal polynomials taking the form

/phi_{m}(t) = A_{m}/[1+/frac{t^{2}}{v}/]/frac{d^{m}}{dt^{m}}/[/frac{1}{1+/frac(t^{2}}{v}}^{/frac{v-1}{2}-m}/]

Then,

/int_{- /infty}^{+ /infty} /frac{1}{1+/frac{t^{2}}{v}}^{frac{v+1}{2}}/phi_{m}(t}/phi_{n}(t) dt=0

(hope all teX commands are in the right place!)
 
That's done the trick. Thank you.
 

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