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OBSOLETE MULTIVARIATE STATISTICS PACKAGE SYMBOL
MultivariateTDistribution
As of Version 8, MultivariateTDistribution is part of the built-in Mathematica kernel.
represents the multivariate Student 
distribution with scale matrix 
and degrees of freedom parameter m.
represents the multivariate Student 
distribution with location 
, scale matrix , and m degrees of freedom.
Details
- To use
, 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-).-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
distribution characterizes the ratio of a multinormal to the covariance between the variates. 
can be used with such functions as Mean, CDF, and RandomReal.
