A table of normal integrals

DOI10.1080/03610918008812164zbMath0462.62089OpenAlexW1818354251MaRDI QIDQ3911924

D. B. Owen

Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812164

zbMATH Keywords

non-central t-distributionintegration formulasmultivariate normal probabilitiesS(h,a,b) functionsT(h,a) functionstable of normal integrals

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistical tables (62Q05) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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Cites Work

• Tables for Computing Bivariate Normal Probabilities
• A Table for Computing Trivariate Normal Probabilities
• Screening Based on Normal Variables
• The normal conditioned on t-distribution when the correlation is one
• DISTRIBUTION OF THE MEDIAN, QUARTILES AND INTERQUARTILE DISTANCE IN SAMPLES FROM A NORMAL POPULATION
• A special case of a bivariate non-central t-distribution
• Some Low Moments of Order Statistics
• INCOMPLETE AND ABSOLUTE MOMENTS OF THE MULTIVARIATE NORMAL DISTRIBUTION WITH SOME APPLICATIONS

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