represents the multivariate Student distribution with scale matrix Σ and degrees of freedom parameter ν.
represents the multivariate Student distribution with location μ, scale matrix Σ, and ν degrees of freedom.
- The probability density for vector in a multivariate distribution is proportional to , where is the length of .
- The multivariate Student distribution characterizes the ratio of a multinormal to the covariance between the variates.
- MultivariateTDistribution allows Σ to be any × symmetric positive definite matrix of real numbers, μ any vector of real numbers where p=Length[μ], and ν any positive real number.
- MultivariateTDistribution can be used with such functions as Mean, CDF, and RandomVariate.