Algorithm AS 195: Multivariate Normal Probabilities with Error Bound (Q3339237)
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scientific article; zbMATH DE number 3872632
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| English | Algorithm AS 195: Multivariate Normal Probabilities with Error Bound |
scientific article; zbMATH DE number 3872632 |
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Algorithm AS 195: Multivariate Normal Probabilities with Error Bound (English)
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1984
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multivariate normal probabilities
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error bound
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covariance matrix
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0.8146405816078186
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0.8144679069519043
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0.8121147155761719
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