The evaluation of trivariate normal probabilities defined by linear inequalities

DOI10.1080/00949655.2011.632420zbMath1431.62323OpenAlexW1978508730MaRDI QIDQ2862362

Y. Lin, Anthony J. Hayter

Publication date: 15 November 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.632420

zbMATH Keywords

numerical integrationlinear inequalitypairwise comparisonsmultivariate normal distributioncomputational intensityorthant probabilityrecursive integrationtrivariate normal distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

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• Critical point computations for one-sided and two-sided pairwise comparisons of three treatment means
• Computation of multivariate normal and \(t\) probabilities
• Multiple testing and simultaneous confidence intervals: calculation of constants
• On the Numerical Availability of Multiple Comparison Procedures
• Multiple Comparisons
• Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts

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