1

I'd like to know what are the mathematical prerequisites that I would need to learn to derive the pdf of the Student's t-distribution

Adrián A.D.
  • 151
  • 1
  • 4
  • 3
    Does this post answer your question sufficiently? http://math.stackexchange.com/questions/474733/derivation-of-the-density-function-of-student-t-distribution-from-this-big-integ – Ferdi Oct 12 '16 at 12:33
  • 1
    It all depends where you start from. The pdf of a Student's $t$ distribution can be taken as a given. Or, as William Gosset derived it, as the pdf of the ratio of a Normal variate by a normalised Chi variate. – Xi'an Oct 12 '16 at 13:18
  • Hi Ferdi, the link takes me to a derivation, but I am more interested in the steps I have to take to understand that derivation. My knowledge of analysis is rather limited, for example I am not familiar with the gamma function. I would like to know what is the level of calculus (and a pathway to get there if possible) to understand the derivation – Adrián A.D. Oct 12 '16 at 22:51

0 Answers0