This is multivariate t distribution.
What is y. Is it matrix or vector. What is sigma? What is d? Go
through all the things in the formula and explain what they are
This Is Multivariate T Distribution What Is Y Is It Matrix Or Vector What Is Sigma What Is D Go Through All The Thi 1 (94.13 KiB) Viewed 803 times
The density of the multivariate t distribution is fa (y) (4.1) 1 (3) |tv]1/2 [1+ }(y – m)"£-1(y–r)*** + where the parameter v is called degrees of freedom and the the mean vector and variance matrix are defined as follows E (y) = p if v > 1, otherwise undefined and 2 if v 2 otherwise undefined. Var (y) = V = 1 - 2
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