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)
What is the correct match of the above distributions to Samples 1 through 3?
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Multivariate Probability Distributions in R
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