In reply to Jørgen Boysen.

Ah, now I understand. In the formula, the matrix (Sigma) is the scale parameter(s) to the PDF function. You are correct that a random variable that follows this distribution has COVARIANCE equal to DF/(DF-2)*Sigma. So, if you want the PDF to model the density of a random variable whose covariance is S, you could use adjust the parameters and use (DF-2)/DF * S as the argument to the function. Your comment is important in modeling because the sample covariance matrix is not an unbiased estimate of the scale matrix.