THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS (Q3341688)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS |
scientific article |
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THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS (English)
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1984
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integral transformations
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multivariate normal distributions
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orthant probabilities
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Monte Carlo estimates
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control variates
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