OBSOLETE MULTIVARIATE STATISTICS 程序包 符号

# MultivariateTDistribution

As of Version 8, MultivariateTDistribution is part of the built-in Wolfram Language kernel.

MultivariateTDistribution[Σ,m]
represents the multivariate Student distribution with scale matrix Σ and degrees of freedom parameter m.

MultivariateTDistribution[μ,Σ,m]
represents the multivariate Student distribution with location μ, scale matrix Σ, and m degrees of freedom.

## 更多信息更多信息

• To use MultivariateTDistribution, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
• The probability density for vector x in a multivariate t distribution is proportional to (1+(x-μ).Σ-1.(x-μ)/m)-(m+Length[Σ])/2.
• The scale matrix Σ can be any realvalued symmetric positive definite matrix.
• With specified location μ, μ can be any vector of real numbers, and Σ can be any symmetric positive definite p×p matrix with p=Length[μ].
• The multivariate Student distribution characterizes the ratio of a multinormal to the covariance between the variates.
• MultivariateTDistribution can be used with such functions as Mean, CDF, and RandomReal.

## 范例范例打开所有单元关闭所有单元

### 基本范例  (3)基本范例  (3)

 In[1]:=

The mean of a bivariate distribution with 10 degrees of freedom:

 In[2]:=
 Out[2]=
 In[1]:=

The variances of each dimension:

 In[2]:=
 Out[2]=
 In[1]:=

Probability density function:

 In[2]:=
 Out[2]=
 In[3]:=
 Out[3]=