6.3.9.5.6. statsmodels.sandbox.distributions.mv_normal.mvstdtprob¶

statsmodels.sandbox.distributions.mv_normal.mvstdtprob(a, b, R, df, ieps=1e-05, quadkwds=None, mvstkwds=None)[source]¶

probability of rectangular area of standard t distribution

assumes mean is zero and R is correlation matrix

Notes

This function does not calculate the estimate of the combined error between the underlying multivariate normal probability calculations and the integration.