Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure (Q3201353)
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scientific article; zbMATH DE number 4178418
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| English | Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure |
scientific article; zbMATH DE number 4178418 |
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Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure (English)
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1989
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multinormal
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multivariate normal
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multivariate Student distribution
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product correlation structure
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Fortran 77
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0.9195543
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0.8995888
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0.8968625
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0.88844794
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0.8870366
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