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Multivariate t Distribution

Evaluate the multivariate t distribution, generate pseudorandom samples

Functions

mvtcdfMultivariate t cumulative distribution function
mvtpdfMultivariate t probability density function
mvtrndMultivariate 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.

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