On computing the probability integral of a general multivariate t
John E. Dutt · Biometrika · 1975
By using the author's recent representation of the probability integral of the general multivariate normal as a sum of Fourier transforms, an integral representation over (0, ∞) is found for the probability integral of a general multivariate t. This integral representation, when evaluated numerically by Gaussian quadrature, provides useful formulae for computing general multivariate t probabilities.