Timeline for Generating samples of a multivariate cauchy distribution
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 2, 2011 at 16:13 | comment | added | simon | See statlect.com/mcdstu1.htm, in particular the section "The standard multivariate Student's t distribution - Relation to the Gamma and multivariate normal distributions" | |
| Jun 1, 2011 at 14:03 | comment | added | Alberto | I do not understand this very precisely. I do not see clear at all why the distriution of Z is \chi^2(1). The exponents (1+k)/2 spoils this property. | |
| May 30, 2011 at 15:40 | history | answered | simon | CC BY-SA 3.0 |