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From: per &lt;perfreem@gmail.com&gt;
Newsgroups: comp.soft-sys.matlab
Subject: multivariate student t distribution pdf in matlab?
Date: Tue, 24 Feb 2009 06:38:43 -0800 (PST)
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hi all,

i am trying to evaluate the pdf for various points that are
distributed according to a multivariate Student t distribution. all
the stat texts tell me that the multivariate t distribution pdf takes
three parameters: a mean mu and a correlation matrix C, and a degrees-
of-freedom parameter (and the point to evaluate the pdf on obviously.)

the 'mvtpdf' function in matlab takes only two arguments: a degrees-of-
freedom parameter and a correlation matrix C. what happened to the mu
(mean) parameter? is there a way to evaluate this pdf in matlab
according to the parametrization i have above?

thank you.
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