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Reference.org
Multivariate t-distribution
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<p>In <a href="/facts/Statistics/DNPsKGYU">statistics</a>, the multivariate <i>t</i>-distribution (or multivariate Student distribution) is a <a href="/facts/Multivariate_probability_distribution/klX2ksGY">multivariate probability distribution</a>. It is a generalization to <a href="/facts/Random_vector/qMfooyVf">random vectors</a> of the <a href="/facts/Student%27s_t-distribution/DeT1SDqH">Student's <i>t</i>-distribution</a>, which is a distribution applicable to univariate <a href="/facts/Random_variable/TwTBXnLT">random variables</a>. While the case of a <a href="/facts/Random_matrix/Yqo1lwFW">random matrix</a> could be treated within this structure, the <a href="/facts/Matrix_t-distribution/b2tVzB95">matrix <i>t</i>-distribution</a> is distinct and makes particular use of the matrix structure. </p>