Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution (Q3201352)
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English | Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution |
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Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution (English)
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1989
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algorithm AS 249
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mean
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covariance
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truncated multinormal distribution
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Fortran 77
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