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Multivariate t-distribution
multivariable generalization of the Student's t-distribution
Pronunciation
/ˌmʌltɪˈvɛːrɪət tiː - dɪstrɪˈbjuːʃən/
/ˌməlˌtaɪˈvɛriət tiː - ˌdɪstrəˈbjuʃən/
Categories
multivariate probability distribution
matrix t-distribution
elliptical distribution