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Original Articles

Multivatiate normal and t distributions with þjk=ajkajk

Pages 239-248 | Received 01 Jan 1981, Published online: 27 Jun 2007

References

  • Dunnett , C. W. and Sobel , M. 1954 . A bivariate generalization of student's distribution with tables for certain cases . Biometrika , 41 : 153 – 169 .
  • Gupta , S. S. 1963 . Probability integrals of the multivariate normal and multivariate t . Annals Mathematical Statistics , 34 : 792 – 828 .
  • Krishnaiah , P. R. and Armitage , J. V. 1966 . Sankhya , B28 : 31 – 56 .
  • Nelson , P. R. 1981a . Numerical evaluation of an equicorrelated multivariate non-central t distribution . Communications in Statistics , B10 : 41 – 50 .
  • Nelson , P. R. 1981b . “ The multivariate normal distribution with multiplicative correlation structure. submitted to ” . In J. Multivariate Analysis Edited by: Nelson , P. R.
  • Nelson , P. R. “ An approximation for the complex normal probability integral ” . In BIT Edited by: Nelson , P. R. To appear
  • Steck , G. P. and Owen , D. B. 1962 . A note on the equicorrelated multivariate normal distribution . Biometrika , 49 : 269 – 271 .

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