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what is p
What is p? Is it the dimension of ? Albmont 20:07, 6 March 2007 (UTC)
Added a comment to effect that p is the dimension Shaww 09:54, 19 April 2007 (UTC)
The bivariate student distribution density function with zero correlation is presented as
But this does not normalize nicely to 1.
for any n. Only for high n it seems to go to 1.
Where is the (my) mistake?
- A rough numerical integration with Matlab seem₫s to give an ok normalization to one:
>> p = inline('(1+(x^2+y^2)/n)^( -(n+2)/2 )/(2*pi)') >> s=0; n=2; for x=-20:0.1:20, for y=-20:0.1:20, s=s+p(n,x,y);end,end,s
- I don't think you should delete; errors are good when we learn from them. Now, do the homework: prove analytically that the integral is one: replace and see what happens :-) Albmont (talk) 13:50, 1 February 2008 (UTC)