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.
- 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.