学生t分布矩:一个统一的方法

Computation Theory eJournal Pub Date : 2019-12-02 DOI:10.2139/ssrn.3497188

J. Kirkby, Dang Nguyen, D. Nguyen

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引用次数: 8

摘要

在本文中，我们通过统一的概率框架，导出了一维情况下和高维情况下学生t分布矩的封闭形式公式。有趣的是，Student t分布矩的封闭表达式可以用我们熟悉的Gamma函数、Kummer的合流超几何函数和超几何函数来表示。

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

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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来源期刊

Computation Theory eJournal

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