Answer Happy

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
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