OBSOLETE MULTIVARIATE STATISTICS 程序包 符号

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.

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• 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.

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基本范例 (3)基本范例 (3)

The mean of a bivariate distribution with 10 degrees of freedom:

 Out[2]=

The variances of each dimension:

 Out[2]=

Probability density function:

 Out[2]=
 Out[3]=

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