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 :
Python3
# 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 :
Python3
# 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)
