qoiqpwqr 发表于 2009-8-10 03:00
安装"mvtnorm" package。然后里面的函数如下：

dmvnorm	The Multivariate Normal Distribution
dmvt	The Multivariate t Distribution
pmvnorm	Multivariate Normal Distribution
pmvt	Multivariate t Distribution
qmvnorm	Quantiles of the Multivariate Normal Distribution
qmvt	Quantiles of the Multivariate t Distribution
rmvnorm	The Multivariate Normal Distribution
rmvt	The Multivariate t Distribution

你的最后一个分布不知道怎么弄。