Probability Integrals of the Multivariate "t" Distribution

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 probability integrals, Amos and Bulgren's probability integrals, Steffens' non-central probabilities, Dutt's probability integrals, Amos' probability integral, Fujikoshi's probability integrals, probabilities of cone, probabilities of convex polyhedra, probabilities of linear inequalities, maximum probability content, and Monte Carlo evaluation. Copyright 2007 The Authors. Journal compilation (c) 2007 International Statistical Institute.