Saralees Nadarajah, Samuel Kotz, Probability Integrals of the Multivariate t Distribution, International Statistical Review / Revue Internationale de Statistique, Vol. 76, No. 1 (April 2008), pp.

This paper is concerned with a matrix method of deriving the sampling distributions of a large class of statistics directly from the probability law for random samples from a multivariate normal ...

The course covers the probability and distribution theory needed for advanced courses in statistics and econometrics.: Topics covered: Probability. Conditional probability and independence. Random ...

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

The course covers the probability, distribution theory and statistical inference needed for advanced courses in statistics and econometrics. Michaelmas term: Probability.