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.

DetailsDetails

  • 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.
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