Evaluation of Normal Probabilities of Symmetric Regions

DOI10.1137/0909028MaRDI QIDQ3783485zbMATH OpenOpenAlexFDO

Authors Satish Iyengar

Publication date 1988

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/6e297f7735f174e871695e62d5dc0f55407bf734

zbMATH Keywords

equicorrelated normalexceedance probabilitiesmultivariate normal probabilitypermutation-symmetric region

Mathematics Subject Classification ID

Multivariate analysis (62H99) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(4)

• A practical volume algorithm
• Simultaneous identifications of the minimum effective dose in each of several groups
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• A practical algorithm for volume estimation based on billiard trajectories and simulated annealing

Describes a project that uses

Uses Software

• AS 195

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