Open Journal of Statistics

Volume 6, Issue 3 (June 2016)

ISSN Print: 2161-718X   ISSN Online: 2161-7198

Google-based Impact Factor: 0.53  Citations  

A Multivariate Student’s t-Distribution

HTML  XML Download Download as PDF (Size: 304KB)  PP. 443-450  
DOI: 10.4236/ojs.2016.63040    4,779 Downloads   9,674 Views  Citations
Author(s)

ABSTRACT

A multivariate Student’s t-distribution is derived by analogy to the derivation of a multivariate normal (Gaussian) probability density function. This multivariate Student’s t-distribution can have different shape parameters for the marginal probability density functions of the multivariate distribution. Expressions for the probability density function, for the variances, and for the covariances of the multivariate t-distribution with arbitrary shape parameters for the marginals are given.

Share and Cite:

Cassidy, D. (2016) A Multivariate Student’s t-Distribution. Open Journal of Statistics, 6, 443-450. doi: 10.4236/ojs.2016.63040.

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.