MomCumMVt: Moments and cumulants Multivariate t-Student distribution

In MultiStatM: Multivariate Statistical Methods

Moments and cumulants Multivariate t-Student distribution

Description

The t- distribution is defined as

\mathbf{X} = \sqrt{\frac{p}{S^2}} \mathbf{Z}

where \mathbf{Z} is a multivariate standard-normal random vector and S^2 is a \chi^2_p. random variable independent of \mathbf{Z}.

Usage

MomCumMVt(p, d, r, nCum = FALSE)

Arguments

p	degrees of freedom
d	dimension
r	highest order of moments and cumulants
nCum	if it is TRUE then cumulants are calculated

Value

The list of moments (or cumulants) in vector form

References

Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021 Proposition XXXXXX

See Also

Other Moments and cumulants: Cum2Mom(), EVSKGenHyp(), EVSKSkewNorm(), EVSKSkewt(), EVSKUniS(), Mom2Cum(), MomCumCFUSN(), MomCumGenHyp(), MomCumSkewNorm(), MomCumUniS(), MomCumZabs()

Examples

# The first four moments for trivariate t with 10 d.f.
MomCumMVt(p=10,d=3,r=4,nCum=FALSE)

MultiStatM documentation built on Jan. 25, 2026, 5:06 p.m.