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On the Conditional Distribution of the Multivariate t Distribution.

As alternatives to the normal distributions, t distributions are widely applied in robust analysis for data with outliers or heavy tails. The properties of the multivariate t distribution are well documented in Kotz and Nadarajah's book, which, however, states a wrong conclusion about the conditiona...

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Published in:American Statistician Vol. 70; no. 3; pp. 293 - 296
Main Author: Ding, Peng
Format: Article
Published: Taylor & Francis Ltd 2016
Subjects:
Distribution (Probability theory)
Robust statistics
Multivariate analysis
Statistics
Density functional theory
Online Access:View this record in EBSCOhost