Thread: proving pdf's
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Old 10-08-2005, 03:12 PM   #3 (permalink)
phukraut
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Sorry I solved it, it was a cool problem though.

The pdf of the t-distribution is

<img src="http://openset.org/images/12.jpg" style="height:97px;width:413px" />

Let's define a function,

<img src="http://openset.org/images/13.jpg" style="height:84px;width:200px" />

Now we use my second method above to get

<img src="http://openset.org/images/14.jpg" style="height:74px;width:541px" />

Plugging in we see that

<img src="http://openset.org/images/18.jpg" style="height:175px;width:425px" />

Using a trig identity we have

<img src="http://openset.org/images/16.jpg" style="height:31px;width:265px" />

Now just simplify.

<img src="http://openset.org/images/17.jpg" style="height:67px;width:641px" />

Last edited by phukraut; 10-08-2005 at 05:05 PM..
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