Monte carlo computation of some multivariate normal probabilities (Q3795070): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:43, 5 March 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)
0 references
1988
0 references
curved simplices
0 references
variance reduction
0 references
sampling from Gauss rules
0 references
computation of orthant probabilities
0 references
Monte Carlo estimator
0 references
