Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
From MaRDI portal
Publication:3201353
Recommendations
- On the distribution of the product of correlated normal random variables
- Integrals of products of multinormal mixtures
- Multivariate normal integrals for highly correlated samples from a wiener process
- scientific article; zbMATH DE number 4009585
- Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
- The basic distributional theory for the product of zero mean correlated normal random variables
- Approximations to the multivariate normal integral
- Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
Cited in
(33)- Multiple comparisons of treatments with skewed ordinal responses
- Stepwise Confidence Intervals for Monotone Dose–Response Studies
- Software for selection procedures
- Optimal design for \(p\)-value consistent step-up procedures for multiple comparisons with a control in direction-mixed families
- Extension of Dunnett's multiple comparison procedure with differing sample sizes to the case of several groups
- Orthogonal multiple contrast test for testing monotone on the average
- A generalized steel procedure for comparing several treatments with a control under random right-censorship
- Sample size determination in step-down and step-up multiple tests for comparing treatments with a control
- Regression residuals and test statistics: Assessing naive outlier deletion
- Subset selection in two-factor experiments using randomization restricted designs
- Computation of the expected value of a function of a chi-distributed random variable
- One-sided multiple comparisons for treatment means with a control mean
- Simultaneous prediction intervals for multiple comparisons with a standard
- A generalized step-up-down multiple test procedure
- Explicit formulae for product moments of multivariate Gaussian random variables
- Conditional p-values for the F-statistic in a forward selection procedure
- Dunnett's Many-to-One Test and Least Square Means
- Bayesian classification of multiclass functional data
- Multivariate normal integrals and contingency tables with ordered categories
- Multi-sample inference for the simple-tree alternative based on one-sample confidence intervals
- Max-min multiple comparison procedure for comparing several dose levels with a zero dose control
- Stepwise multiple test procedures with biometric applications
- A method of power assessment for tests comparing several treatments with a control
- P-values for two-sided comparisons with a control
- Sample Size Determination for Testing Whether an Identified Treatment Is Best
- Power and sample size determination for a stepwise test procedure for finding the maximum safe dose
- Numerical evaluation of singular multivariate normal distributions
- Evaluation of the one-sided percentage points of the singular multivariate normal distribution
- Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
- On the distribution of the product of correlated normal random variables
- Evaluating nearly singular multinormal expectations with application to wave distributions
- Simultaneous Logit-Based Confidence Intervals for Odds Ratios in 2 × kClassification Tables with a Fixed Reference Level
- Multiple testing and simultaneous confidence intervals: calculation of constants
This page was built for publication: Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201353)