Density and derivative of the Student-t CDF #
theorem
Verification.studentMixture_withDensity
(k : ℝ)
(hk : 0 < k)
:
(normalScaleMixtureMarginal (ProbabilityTheory.gammaProbability (k / 2) (k / 2) ⋯ ⋯) fun (t : ℝ) => (√t)⁻¹) = MeasureTheory.volume.withDensity fun (x : ℝ) => ENNReal.ofReal (studentMarginalPDF k x)
theorem
Verification.studentTCDF_hasDerivAt
(k : ℝ)
(hk : 0 < k)
(z : ℝ)
:
HasDerivAt (studentTCDF k) (studentMarginalPDF k z) z