| dbo:abstract |
In statistics, the multivariate t-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization to random vectors of the Student's t-distribution, which is a distribution applicable to univariate random variables. While the case of a random matrix could be treated within this structure, the matrix t-distribution is distinct and makes particular use of the matrix structure. (en) In statistica, la distribuzione t di Student multivariata è una distribuzione di probabilità multivariata. È una generalizzazione a vettori casuali della distribuzione t di Student, che è una distribuzione applicabile alle variabili casuali univariate. Mentre il caso di una matrice aleatoria potrebbe essere trattato all'interno di questa struttura, la distribuzione è distinta e fa particolare uso della struttura della matrice. (it) |
| dbo:wikiPageExternalLink |
http://www.statlect.com/mcdstu1.htm https://web.archive.org/web/20061202010900/http:/www.mth.kcl.ac.uk/~shaww/web_page/papers/MultiStudentc.pdf http://www.mathworks.com/matlabcentral/fileexchange/53796 |
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| dbp:cdf |
No analytic expression, but see text for approximations (en) |
| dbp:mean |
if ; else undefined (en) |
| dbp:name |
Multivariate t (en) |
| dbp:parameters |
dbr:Location_parameter is the degrees of freedom (en) scale matrix (en) |
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0 (xsd:integer) |
| dbp:type |
density (en) |
| dbp:variance |
if ; else undefined (en) |
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dbc:Continuous_distributions dbc:Multivariate_continuous_distributions |
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| rdfs:comment |
In statistics, the multivariate t-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization to random vectors of the Student's t-distribution, which is a distribution applicable to univariate random variables. While the case of a random matrix could be treated within this structure, the matrix t-distribution is distinct and makes particular use of the matrix structure. (en) In statistica, la distribuzione t di Student multivariata è una distribuzione di probabilità multivariata. È una generalizzazione a vettori casuali della distribuzione t di Student, che è una distribuzione applicabile alle variabili casuali univariate. Mentre il caso di una matrice aleatoria potrebbe essere trattato all'interno di questa struttura, la distribuzione è distinta e fa particolare uso della struttura della matrice. (it) |
| rdfs:label |
T di Student multivariata (it) Multivariate t-distribution (en) |
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