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 ...

Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...

This paper presents a saddlepoint approximation to the cumulative distribution function of a random vector. The proposed approximation has accuracy comparable to that of existing expansions valid in ...

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