Do you have a reference? I've never heard of this distribution.
No, SAS doesn't compute this in a built-in way. In general CDFs of multivariate functions are quite challenging, since they involve multidimensional integrals. You can use the PROBBNRM function to compute the CDF of a bivariate normal distribution, but I am not aware of other MV probability functions. See Visualize the bivariate normal cumulative distribution - The DO Loop
Are you referring to the F approximations used in multivariate analysis of variance (MANOVA) ?
PG
April 27 – 30 | Gaylord Texan | Grapevine, Texas
Registration is open
Walk in ready to learn. Walk out ready to deliver. This is the data and AI conference you can't afford to miss. Register now and lock in 2025 pricing—just $495!