Calculation of orthant probabilities by the holonomic gradient method (Q2352146)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation of orthant probabilities by the holonomic gradient method |
scientific article |
Statements
Calculation of orthant probabilities by the holonomic gradient method (English)
0 references
30 June 2015
0 references
orthant probability
0 references
multivariate normal distribution
0 references
holonomic gradient method
0 references
0 references
0 references
0 references
