A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES

Abstract

A multivariate generelization of Stndent's t -distribution is considered. The bivariata case is treated in detail; exact and asymptotic expressions for the probability integral and an asymptotic expression for certain percentage points are obtained. The main results for the bivariate case are given as equations (10), (11), (23) and (30) below; these equations are used to construct tables for certain special cases.