multit_pdf

sherpa.utils.multit_pdf(x, mu, sigma, dof)[source]

The PDF of a multivariate student-t.

Returns the probability density function (PDF) of a multivariate student-t distribution [1].

Parameters:
  • x (array) – An array of length k.
  • mu (array) – An array of length k.
  • sigma (array) – A matrix of size (k,k). It must be symmetric and positive-definite.
  • dof (int) –

See also

multinormal_pdf()

References

[1]http://en.wikipedia.org/wiki/Multivariate_Student_distribution