[Statistics] PDF of Student's t-Distribution with K degrees of freedom

Outlines

• derivation of probability density function of Student’s t-distribution with k degrees of freedom
• 3 Steps
  1. Define t as bivariate joint funcion of 2 independent variables
  2. Parameterize the joint function with respect to t, w
  3. Marginalization : find univariate PDF of t from PDF of bivariate random variables

Notes

• Derivation of PDF of t Distribution