The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (Q2512741)
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scientific article; zbMATH DE number 6393410
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| English | The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution |
scientific article; zbMATH DE number 6393410 |
Statements
The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (English)
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30 January 2015
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multivariate normal distribution
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quadrivariate normal distribution
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numerical integration
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computational intensity
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orthant probability
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0.88316804
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0.8752104
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0.8639647
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0.8620552
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0.85686946
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