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Identify the distribution

Below is a scatterplot of 1000 samples from three bivariate distributions with the same location parameter and variance-covariance matrix:

  • A multivariate t with 4 degrees of freedom (T4)
  • A multivariate t with 8 degrees of freedom (T8)
  • A multivariate normal (Normal)

drawing

What is the correct match of the above distributions to Samples 1 through 3?

This exercise is part of the course

Multivariate Probability Distributions in R

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