Accession Number : AD0290746

Title :   PROBABILITY INTEGRALS OF MULTIVARIATE NORMAL AND MULTIVARIATE T

Corporate Author : STANFORD UNIV CALIF APPLIED MATHEMATICS AND STATISTICS LABS

Personal Author(s) : GUPTA,SHANTI S.

Report Date : 18 SEP 1962

Pagination or Media Count : 1

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)

Descriptors :   *BIBLIOGRAPHIES, *PROBABILITY, *STATISTICAL DISTRIBUTIONS, *TABLES(DATA)

Distribution Statement : APPROVED FOR PUBLIC RELEASE