An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions (Q3935277)
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scientific article; zbMATH DE number 3750064
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| English | An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions |
scientific article; zbMATH DE number 3750064 |
Statements
An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions (English)
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1981
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multivariate normal
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adaptive Newton-Cotes quadrature
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