In this article, we derive a series expansion of the multivariate normal probability integrals based on Fourier series. The basic idea is to transform the limits of each integral from hi to ∞ to be ...
Results on probability integrals of multivariate t distributions are reviewed. The results discussed include: Dunnett and Sobel's probability integrals, Gupta and Sobel's probability integrals, John's ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback