Algorithm AS 195: Multivariate Normal Probabilities with Error Bound

DOI10.2307/2347670zbMATH Open0547.65097OpenAlexW56030904MaRDI QIDQ3339237FDOQ3339237

Authors: M. J. Schervish 

Publication date: 1984

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347670

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zbMATH Keywords

covariance matrixerror boundmultivariate normal probabilities

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Distribution theory (60E99)

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