PROBABILITY INTEGRALS OF MULTIVARIATE NORMAL AND MULTIVARIATE T

Abstract

This paper gives a survey of the work on multivariate probability integral and related functions starting with the bivariate case and includes the author's recent work on the probability integrals of the multivariate normal and a multivariate analogue of Student's t. An annotated bibliography on evaluation of multivariate normal and t probability integrals (189 entries) is included. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 18, 1962
Accession Number
AD0290746

Entities

People

  • Shanti Gupta

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Analogs
  • Bibliographies
  • Integrals
  • Probability

Fields of Study

  • Mathematics

Readers

  • Library and Information Science
  • Statistical inference.