An approximation for the symmetric, quadrivariate normal integral
From MaRDI portal
Publication:3232608
DOI10.1093/biomet/43.1-2.206zbMath0070.36203MaRDI QIDQ3232608
Publication date: 1956
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/43.1-2.206
Related Items
Evaluation of the normal distribution function, Probability inequalities for certain dependence structures, Triangular systems for symmetric binary variables, A representation for quadrivariate normal positive orthant probabilities