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  3. Multivariate Probability Distributions in R

Exercise

Density of multivariate t-distribution

In this exercise, you will calculate the density of multivariate t-distributions using the 200 samples generated in the previous exercise, that were stored in the multt.sample object.

Instructions

100 XP
  • Calculate the density heights of the 200 samples in multt.sample for a bivariate t-distribution with location mu.sim, variance-covariance matrix sigma.sim and 5 degrees of freedom.
  • Create a 3d scatterplot to visualize the density heights at each of the 200 points.