This is documentation for Mathematica 6, which was
based on an earlier version of the Wolfram Language.
 Multivariate Statistics Package Symbol

# MultivariateTDistribution

 MultivariateTDistribution[r, m]represents the multivariate Student t distribution with correlation matrix r and degrees of freedom parameter m.
• The probability density for vector x in a multivariate t distribution is proportional to (1+x.r-1.x/m)-(m+Length[r])/2.
• The correlation matrix r can be any symmetric matrix, with unit diagonal elements, and offdiagonal elements between -1 and 1.
• The multivariate Student t-distribution characterizes the ratio of a standardized multinormal to the standard deviation common to each variate.
• MultivariateTDistribution can be used with such functions as Mean, CDF, and RandomReal.
Needs["MultivariateStatistics`"]
The mean of a bivariate t distribution with 10 degrees of freedom:
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Needs["MultivariateStatistics`"]
The variances of each dimension:
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Needs["MultivariateStatistics`"]
Probability density function:
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 Scope   (3)
 Applications   (1)