I've decided to try and calculate a few fundamentals of the student's T distribution but it's getting a bit tricky (mainly because of inherent degrees of freedom).
Does anybody know how to derive things such as the characteristic function using the p.d.f (I know the normal method but...)? From my research, I'm guessing it has N number of c.f's because of the degrees?
Also, because of the complicated c.f, finding moments to get such things as skewness, excess kurtois, etc. would have to be done differently?
Anybody? Thanks lol.
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