[R] T-Distribution

Jim Rogers jrogers at cantatapharm.com
Fri Oct 4 15:02:46 CEST 2002

Roger Koeneker wrote: 

>   rmvt <- function(corr,df)

That would do the trick. 

One interesting note relating to Hicham's original question (Hicham was
the originator of this thread): 

The multivariate T distribution does not have elliptical contours. For
example, the contours of an independent bivariate T are not circles. One
of the many fascinating facts about the independent bivariate Normal
distribution is that it is the ONLY independent bivariate distribution
with circular contours. Many people may know this, but I know it was a
surprise to me when I learned it.


James A. Rogers <rogers at cantatapharm.com>
Statistical Scientist
Cantata Pharmaceuticals 

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