The integral of pdf is cdf. You can find many comnonly used cdf functions in SAS.

首先谢谢bobguy大神，对于cdf，我查看过，这个好像里面都是一元的，我想做二元的，不知能否。。。

SAS provides cdf function of bivarite normal distribution(attached below ). I don't think there is any for t-distribution.

For multivariate normal distribution , a hermite polynomial function approximation calculation may be used. I used to integral a trivariate normal distribution.


http://en.wikipedia.org/wiki/Hermite_polynomials

*************************************************
Syntax
PROBBNRM(x,y,r)
Required Arguments
x
specifies a numeric constant, variable, or expression.
y
specifies a numeric constant, variable, or expression.
r
is a numeric correlation coefficient.
Range:-1 ≤ r ≤ 1

非常感谢！我去捣鼓看看~~~
另外就是想知道在sas能求反函数么？

学习