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Multivariate t Distribution

Evaluate the multivariate t distribution, generate pseudorandom samples

Statistics and Machine Learning Toolbox™ provides multiple functions with specified distribution parameters for working with the multivariate t distribution. To learn about the multivariate t distribution, see Multivariate t Distribution.

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.