sympy.stats.MultivariateT() function in Python
Last Updated :
18 Aug, 2020
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With the help of sympy.stats.MultivariateT() method, we can create a joint random variable with multivariate T-distribution.
Syntax: sympy.stats.MultivariateT(syms, mu, sigma, v) Parameters: syms: the symbol for identifying the random variable mu: a matrix representing the location vector sigma: The shape matrix for the distribution v: a real number Returns: a joint random variable with multivariate T-distribution.
Example #1 :
# import sympy, MultivariateT, density, Symbol
from sympy.stats import density, MultivariateT
from sympy import Symbol, pprint
x = Symbol("x")
# using sympy.stats.MultivariateT() method
X = MultivariateT("x", [1, 1], [[1, 0], [0, 1]], 2)
multiVar = density(X)(1, 2)
pprint(multiVar)
Output :
2 ---- 9*pi
Example #2 :
# import sympy, MultivariateT, density, Symbol
from sympy.stats import density, MultivariateT
from sympy import Symbol, pprint
x = Symbol("x")
# using sympy.stats.MultivariateT() method
X = MultivariateT("x", [1, 1, 1], [[1, 0, 1], [0, 1, 0], [0, 0, 1]], 1 / 2)
multiVar = density(X)(1, 2, 3)
pprint(multiVar)
Output :
4 ____ ___
2*\/ 11 *\/ 2 *Gamma(7/4)
-------------------------
3/2
121*pi *Gamma(1/4)
