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A simple proof of the characteristic function of Student’s t-distribution

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  • Robert E. Gaunt

Abstract

This note presents a simple proof of the characteristic function of Student’s t-distribution. The method of proof, which involves finding a differential equation satisfied by the characteristic function, is applicable to many other distributions.

Suggested Citation

  • Robert E. Gaunt, 2021. "A simple proof of the characteristic function of Student’s t-distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(14), pages 3380-3383, July.
    • Handle: RePEc:taf:lstaxx:v:50:y:2021:i:14:p:3380-3383
    DOI: 10.1080/03610926.2019.1702695
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    Cited by:

    1. Forrester, Peter J., 2024. "On the gamma difference distribution," Statistics & Probability Letters, Elsevier, vol. 211(C).

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