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T distribution

  1. Aug 6, 2010 #1
    How to prove the variance of the t distribution?
     
  2. jcsd
  3. Aug 6, 2010 #2
    I'm not sure "proof" is the proper concept here since the variance of the t distribution is defined as the second moment of the pdf as for all distributions. The variance is not defined for n=1,2. For values of n>2 the variance is derived from Wallis integrals discussed here in Tutorial 2:

    http://www.aiaccess.net/English/Glossaries/GlosMod/e_gm_t_distri.htm#Tut_2_Variance [Broken]

    http://129.81.170.14/~vhm/papers_html/wrsf.pdf
     
    Last edited by a moderator: May 4, 2017
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