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BUILT-IN MATHEMATICA SYMBOL
MultivariateTDistribution
MultivariateTDistribution[
, 
]
represents the multivariate Student 
distribution with scale matrix and degrees of freedom parameter .
MultivariateTDistribution[
, , ]
represents the multivariate Student 
distribution with location , scale matrix , and degrees of freedom.
Details
- The probability density for vector
in a multivariate 
distribution is proportional to 
, where 
is the length of 
. - The multivariate Student
distribution characterizes the ratio of a multinormal to the covariance between the variates. - MultivariateTDistribution allows to be any
×
symmetric positive definite matrix, any vector of real numbers where p=Length[], and any positive real number. - MultivariateTDistribution can be used with such functions as Mean, CDF, and RandomVariate.
New in 8
