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Moments of Student's t-distribution: A Unified Approach

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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.

fields

gr-qc 1

years

2026 1

verdicts

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