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.
- 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.