Monte carlo computation of some multivariate normal probabilities (Q3795070): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/00949658808811088 / rank | |||
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| Property / OpenAlex ID: W2042025698 / rank | |||
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| Property / cites work: The use of the tetrachoric series for evaluating multivariate normal probabilities / rank | |||
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| Property / cites work: Q5661032 / rank | |||
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| Property / cites work: THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS / rank | |||
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| Property / cites work: Q5535928 / rank | |||
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Latest revision as of 17:10, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte carlo computation of some multivariate normal probabilities |
scientific article |
Statements
Monte carlo computation of some multivariate normal probabilities (English)
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1988
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curved simplices
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variance reduction
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sampling from Gauss rules
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computation of orthant probabilities
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Monte Carlo estimator
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