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Re: Moments of nonstandardized Student's t distribution
Posted:
Mar 29, 2013 5:52 PM


On Mar 29, 11:33 am, Paul <paulvonhip...@yahoo.com> wrote: > I'm seeking a formula for the moments of the nonstandardized Student's t distribution  i.e., a variable mu + sigma * t, where t has a Student's t distribution. > > Any references most appreciated. > > Best wishes, > Paul von Hippel
Use the binomial expansion, look up the moments of the standard t_n:
E[(m + s t)^r] = Sum{ r_Choose_k m^(rk) s^k E[t^k], k = 0, 2, ..., Min[r,n1] },
where E[t^k] = n^(k/2) * 1*3*...*(k1) / ((n2)*(n4)*...*(nk)).



