Resumen de Calculations involving the multivariate normal and multivariate t distributions with and without truncation

Michael J. Grayling, Adrian P. Mander

• In this article, we present a set of commands and Mata functions to evaluate different distributional quantities of the multivariate normal distribution and a particular type of noncentral multivariate t distribution. Specifically, their densities, distribution functions, equicoordinate quantiles, and pseudo–random vectors can be computed efficiently, in either the absence or the presence of variable truncation.