NonGaussian
The multivariate Gaussian (16.3) can be thought of as one member
of a class of PDFs

(16.11) 
where for Gaussian, and
For arbitrary , we have
For , the distribution tends to a flattopped elliptical plate in space
with sharp shoulders.
For , the distribution has higher tails. These nonGaussian distributions may be useful
in some applicationw where tail behavior needs to be modified.
Baggenstoss
20170519