MVTRND Random matrices from the multivariate t distribution.
    R = MVTRND(C,DF,CASES) returns a matrix of random numbers from
    the multivariate t distribution.  C is a correlation matrix and
    DF is the degrees of freedom.  CASES is the number of rows in R.

T=mvtrnd([1 -0.9;-0.9 1],nu,n);    生成两个相关系数为0.9的，自由度nu，数据个数为n的分布。
可以查看图形
>> T=mvtrnd([1 -0.9;-0.9 1],nu,n);   
U=tcdf(T,nu);    累计分布函数

plot(U(:,1),U(:,2),'r.');