# T distribution

1. Aug 6, 2010

### DavidLiew

How to prove the variance of the t distribution?

2. Aug 6, 2010

### SW VandeCarr

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