A remark on quadrant normal probabilities in high dimensions

DOI10.1016/S0167-7152(00)00141-3zbMath0979.62006MaRDI QIDQ5933636

Vladimir I. Rotar', Yosef Rinott

Publication date: 18 February 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

correlationsLaplace methodmaximum of dependent normal variablesnormal probabilities

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)

Related Items (7)

Gaussian bounds for noise correlation of functions ⋮ The number of records within a random interval of the current record value ⋮ Tail approximations to the density function in EVT ⋮ Noise stability of functions with low influences: invariance and optimality ⋮ ON THE PROBABILITY OF BEING MAXIMAL ⋮ On the number of pure strategy Nash equilibria in random games ⋮ Remarks on domination of maxima

Cites Work

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• Evaluation of the normal distribution function
• The multivariate normal distribution
• On the number of pure strategy Nash equilibria in random games
• Probability Integrals of Multivariate Normal and Multivariate $t^1$

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