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.
Read more about Multivariate Student Distribution: Definition, Derivation, Further Theory, Copulas Based On The Multivariate T, Related Concepts
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