Probability Integrals of Multivariate Normal and Multivariate T
Author | : S. S. Gupta |
Publisher | : |
Total Pages | : 124 |
Release | : 1962 |
ISBN-10 | : UVA:X004761648 |
ISBN-13 | : |
Rating | : 4/5 (48 Downloads) |
Download or read book Probability Integrals of Multivariate Normal and Multivariate T written by S. S. Gupta and published by . This book was released on 1962 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).