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Statistics Course Help With Derivation Of students T Distribution

The expression in 12.1 can be re-written as

derivation of students t distribution

derivation of students t distribution

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The factor 2 disappearing since the integral from -∞ to ∞ must be unity. This is the required probability function as given in (12.2) of student’s t- distribution with v= (n-1) degrees of freedom.

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