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Probability Integrals of the Multivariate t Distribution

✍ Scribed by Saralees Nadarajah; Samuel Kotz


Book ID
111415575
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
256 KB
Volume
76
Category
Article
ISSN
0306-7734

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πŸ“œ SIMILAR VOLUMES


On the multivariate probability integral
✍ Christian Genest; Louis-Paul Rivest πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 112 KB

A general formula is given for computing the distribution function K of the random variable H (X; Y ) obtained by taking the bivariate probability integral transformation (BIPIT) of a random pair (X; Y ) with distribution function H . Of particular interest is the behavior of the sequence (Kn) corre