Normal orthant probabilities in the equicorrelation case (Q1577984)

Based on algebraic methods in the theory of matrices, distinct from previously existing techniques, the main result of the paper is to obtain a general differential equation that governs the orthant probabilities of the equicorrelated multivariate normal distribution. Solving this differential equation, a new useful reduction, more suitable for computation, is provided by the proposed expansion formula for the orthant probabilities in the equicorrelated case.