Redirect

I am using a php script to process information on a form.  (the form POSTS to x.php)

At the end of the script I output a simple thank you page.

 
Should I be redirecting to a different page, or is it ok (normal) to simply create the web output (thank you) as part of the php page?
(the address of which  would be www.whatever.com/x.php)

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Thanks for all the great response----I will redirect!