A general reduction method for n–variate normal orthant probability (Q3473024)
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scientific article; zbMATH DE number 4141046
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general reduction method for n–variate normal orthant probability |
scientific article; zbMATH DE number 4141046 |
Statements
A general reduction method for n–variate normal orthant probability (English)
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1988
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multivariate normal distribution
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Fourier transform
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orthant probability
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reduction
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0.8581476807594299
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0.8184083104133606
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