Computation of multivariate normal probabilities with polar coordinate systems (Q5219278)
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scientific article; zbMATH DE number 7178193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of multivariate normal probabilities with polar coordinate systems |
scientific article; zbMATH DE number 7178193 |
Statements
Computation of multivariate normal probabilities with polar coordinate systems (English)
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9 March 2020
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cumulative distribution function
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polyhedral cone
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orthant probability
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polar coordinates
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recursive integration
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