A simple proof of the characteristic function of Student’s t-distribution

Robert E. Gaunt

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 14, 3380-3383

Abstract: This note presents a simple proof of the characteristic function of Student’s t-distribution. The method of proof, which involves finding a differential equation satisfied by the characteristic function, is applicable to many other distributions.

Date: 2021
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DOI: 10.1080/03610926.2019.1702695

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