Integrals of products of multinormal mixtures

DOI10.1016/0096-3003(85)90001-3MaRDI QIDQ2266337zbMATH OpenOpenAlexFDO

Authors George E. Bonney, Robert Elston

Publication date 1985

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(85)90001-3

zbMATH Keywords

likelihood of simple pedigree datamixed model of genetic inheritancemultiple integrals of products of mixtures of multinormal densitiesRecurrence formulas

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Review text

Recurrence formulas are presented for evaluating multiple integrals of products of mixtures of multinormal densities. An application to the calculation of the likelihood of simple pedigree data under the mixed model of genetic inheritance is discussed.

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Cited in

(3)

• Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
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• Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal

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