python学生分布_使用python进行多变量学生t分布

我自己编码密度：

import numpy as np

from math import *

def multivariate_t_distribution(x,mu,Sigma,df,d):

'''

Multivariate t-student density:

output:

the density of the given element

input:

x = parameter (d dimensional numpy array or scalar)

mu = mean (d dimensional numpy array or scalar)

Sigma = scale matrix (dxd numpy array)

df = degrees of freedom

d: dimension

'''

Num = gamma(1. * (d+df)/2)

Denom = ( gamma(1.*df/2) * pow(df*pi,1.*d/2) * pow(np.linalg.det(Sigma),1./2) * pow(1 + (1./df)*np.dot(np.dot((x - mu),np.linalg.inv(Sigma)), (x - mu)),1.* (d+df)/2))

d = 1. * Num / Denom

return d