pdf_multivariate_student_t

function pdf_multivariate_student_t(x:Real[_], k:Real, μ:Real[_], Σ:Real[_,_]) -> Real

PDF of a multivariate Student's -distribution variate with location and scale.

  • x: The variate.
  • k: Degrees of freedom.
  • μ: Mean.
  • Σ: Covariance.

Return: the probability density.

function pdf_multivariate_student_t(x:Real[_], k:Real, μ:Real[_], σ2:Real) -> Real

PDF of a multivariate Student's -distribution variate with location and diagonal scale.

  • x: The variate.
  • k: Degrees of freedom.
  • μ: Mean.
  • σ2: Variance.

Return: the probability density.