Multivariate Statistics Package 内置符号

# MultivariateTDistribution

 MultivariateTDistribution[, m]represents the multivariate Student t distribution with scale matrix and degrees of freedom parameter m. MultivariateTDistribution[, , m]represents the multivariate Student t distribution with location , scale matrix and m degrees of freedom.
• The probability density for vector x in a multivariate t distribution is proportional to (1+(x-).-1.(x-)/m)-(m+Length[])/2.
• The scale matrix can be any real-valued symmetric positive definite matrix.
• With specified location , can be any vector of real numbers, and can be any symmetric positive definite p×p matrix with p=Length[].
• The multivariate Student t 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.
 例   (3)
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)