BUILT-IN MATHEMATICA SYMBOL

# MultivariateTDistribution

represents the multivariate Student distribution with scale matrix and degrees of freedom parameter .

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.

## ExamplesExamplesopen allclose all

### Basic Examples (4)Basic Examples (4)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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Covariance:

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