'covariance matrix
The covariance matrix for the t distribution does not exist for df<=2,
and is equal to sigma * df/(df-2) for df>2'

@property
def cov(self):

    if (self.df <= 2):
        return (np.nan * np.ones_like(self.sigma))
    else:
        return ((self.df / (self.df - 2.0)) * self.sigma)
