A note on the evaluation of the multivariate normal integral

DOI10.1093/BIOMET/40.3-4.458MaRDI QIDQ5819775zbMATH OpenOpenAlexFDO

Authors F. N. David

Publication date 1953

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/40.3-4.458

zbMATH Keywords

probability theory

Cited in

(13)

• Estimation of autocorrelation in a binary time series
• Evaluation of the normal distribution function
• Probability inequalities for certain dependence structures
• On the exceedances of exchangeable random variables
• Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions
• Orthant probabilities and the attainment of maxima on a vertex of a simplex
• A representation for quadrivariate normal positive orthant probabilities
• Computation of the Trivariate Normal Integral
• Computation of the quadrivariate and pentavariate normal cumulative distribution functions
• Some linear and nonlinear rank tests for competing risks models
• Quantile Methods for Stochastic Frontier Analysis
• Multi-Parameter One-Sided Monitoring Tests
• Counting locally optimal tours in the TSP

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