A numerical method for accurately approximating multivariate normal probabilities (Q1896182)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A numerical method for accurately approximating multivariate normal probabilities |
scientific article |
Statements
A numerical method for accurately approximating multivariate normal probabilities (English)
0 references
17 August 1995
0 references
interval analysis
0 references
automatic differentiation
0 references
multivariate normal probability
0 references