If X|S ~ N(0,S) and S ~ Inverse-Chisquare(nu), show that X ~

[sobadatmath]

If X|S ~ N(0,S) and S ~ Inverse-Chisquare(nu), show that X ~ t(nu).

I hope I uploaded this image correctly... and thanks for anyone who can help!

 

[royhaas]

Re: If X|S ~ N(0,S) and S ~ Inverse-Chisquare(nu), show that

You need to make the integral look like a gamma distribution.