Multivariate t Distribution
Evaluate the multivariate t distribution, generate
pseudorandom samples
Functions
mvtcdf | Multivariate t cumulative distribution
function |
mvtpdf | Multivariate t probability density
function |
mvtrnd | Multivariate t random numbers |
Topics
Multivariate t Distribution
The multivariate Student's t distribution is a
generalization of the univariate Student's t to two or more
variables.