A numerical method for accurately approximating multivariate normal probabilities (Q1896182)
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scientific article; zbMATH DE number 787488
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A numerical method for accurately approximating multivariate normal probabilities |
scientific article; zbMATH DE number 787488 |
Statements
A numerical method for accurately approximating multivariate normal probabilities (English)
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17 August 1995
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interval analysis
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automatic differentiation
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multivariate normal probability
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0.8616334199905396
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0.8521897196769714
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0.8238816261291504
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0.8238816261291504
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0.822472095489502
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