This paper provides cumulative distribution function values for the standard multivariate normal distribution. The values are derived from a simulation model for the multivariate normal distribution, which can be run on any standard personal computer. Utilizing user-input distribution parameters, the model simulates the actual standard multivariate normal distribution. Since approximations of t...

Generalized variance is applied for determination of dispersion in a multivariate population and is a successful measure for concentration of multivariate data. In this article, we consider constructing confidence interval and testing the hypotheses about generalized variance in a multivariate normal distribution and give a computational approach. Simulation studies are performed to compare thi...