Wolfram Language & System 11.0 (2016)|Legacy Documentation

This is documentation for an earlier version of the Wolfram Language.
BUILT-IN WOLFRAM LANGUAGE SYMBOL

MatrixTDistribution

MatrixTDistribution[Σrow,Σcol,ν]
represents zero mean matrix distribution with row covariance matrix Σrow, column covariance matrix Σcol, and degrees of freedom parameter ν.

MatrixTDistribution[μ,Σrow,Σcol,ν]
represents matrix distribution with mean matrix μ.

DetailsDetails

• The probability density for a matrix of dimensions in a matrix distribution is proportional to with an identity matrix of length .
• MatrixTDistribution[Σrow,Σcol,ν] is the distribution of MatrixNormalDistribution[Σ,Σcol] with sampled from InverseWishartMatrixDistribution[ν+n-1,Σrow].
• The covariance matrices Σrow and Σcol can be any symmetric positive definite matrices of real numbers of dimensions {n,n} and {m,m}, respectively. The degrees of freedom parameter ν can be any positive number, and the mean matrix μ can be any matrix of real numbers of dimensions {n,m}.
• MatrixTDistribution can be used with such functions as RandomVariate and MatrixPropertyDistribution.

ExamplesExamplesopen allclose all

Basic Examples  (1)Basic Examples  (1)

Sample from matrix distribution:

 In[1]:=
 In[3]:=
 Out[3]=

Properties & Relations  (2)Properties & Relations  (2)

Introduced in 2015
(10.3)