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.

Take Hint (-30 XP)