MultivariateTDistribution

MultivariateTDistribution[Σ, ν] represents the multivariate Student t distribution with scale matrix Σ and degrees of freedom parameter ν.

• MultivariateTDistribution[μ, Σ, ν] represents the multivariate Student t distribution with location μ, scale matrix Σ, and ν degrees of freedom.

Examples

dist = MultivariateTDistribution[{{1, 0.5}, {0.5, 1}}, 5];
PDF[dist, {x, y}]

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