Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensi

The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related re

Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for

Probability Inequalities in Multivariate Distributions is a comprehensive treatment of probability inequalities in multivariate distributions, balancing the tre

The multivariate normal distribution has played a predominant role in the historical development of statistical theory, and has made its appearance in various a