An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions

DOI10.2307/1267794MaRDI QIDQ3935277zbMATH OpenOpenAlexFDO

Authors Robert Bohrer, M. J. Schervish

Publication date 1981

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1267794

zbMATH Keywords

adaptive Newton-Cotes quadraturemultivariate normal

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Statistical distribution theory (62E99) Probabilistic methods, stochastic differential equations (65C99) Numerical quadrature and cubature formulas (65D32)

Cited in

(6)

• On combining Stein estimation problems: An adaptive rule under classical criteria
• A numerical method for accurately approximating multivariate normal probabilities
• an approximation for multivariate normal probabilities of rectangular regions
• Optimizing Linear Functions of Random Variables having a Joint Multinomial or Multivariate Normal Distribution
• A computational algorithm for the coverage probability of a first order autogressive process
• Are ordinal models useful for classification? a revised analysis

This page was built for publication: An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3935277)