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.

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

John E. Kolassa, Multivariate Saddlepoint Tail Probability Approximations, The Annals of Statistics, Vol. 31, No. 1 (Feb., 2003), pp. 274-286 ...

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