04-14-2013 05:54 PM
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