MatrixTDistribution

MatrixTDistribution[Σrow, Σcol, ν] represents zero mean matrix t distribution with row covariance matrix Σrow, column covariance matrix Σcol, and degrees of freedom parameter ν.

• MatrixTDistribution[μ, Σrow, Σcol, ν] represents matrix t distribution with mean matrix μ.

Examples

MatrixTDistribution[IdentityMatrix[2], IdentityMatrix[3], 5]

RandomVariate[MatrixTDistribution[{{1, 0}, {0, 1}}, {{1}}, 10]]

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