@Test
public void testReductionToStudentT() {

    double mean = 0;
    double variance = 1;
    RealVector meanVector = new ArrayRealVector(1);
    meanVector.setEntry(0, mean);
    RealMatrix varianceMatrix = MatrixUtils.createRealIdentityMatrix(1).scalarMultiply(variance);
    int N = 4300;
    MultivariateTDistribution multiT = new MultivariateTDistribution(meanVector, varianceMatrix, N);
    TDistribution uniT = new TDistribution(N);
    double[] testPoints = {0.5, 1, 2, 3, 15, 13.3, 17.6, 19.2, 300.2, 10.4};
    RealVector v = new ArrayRealVector(1);
    for (double x : testPoints) {
        v.setEntry(0, x);
        assertEquals(uniT.density(x), multiT.density(v), 1e-5);
    }
}