A representation for quadrivariate normal positive orthant probabilities

DOI10.1080/03610917908812124zbMath0411.62030MaRDI QIDQ4197896

William V. Gehrlein

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/03610917908812124

zbMATH Keywords

orthant probability; quadrivariate normal distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E15: Exact distribution theory in statistics

60E99: Distribution theory

65C99: Probabilistic methods, stochastic differential equations

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