Nadarajah, Saralees; Kotz, Samuel - In: International Statistical Review 76 (2008) 1, pp. 58-88
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...