CALCULATION OF MULTIVARIATE NORMAL PROBABILITIES-ANOTHER SPECIAL CASE
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Publication:3679978
DOI10.1111/J.1467-842X.1985.TB00548.XzbMATH Open0565.60012OpenAlexW2132091904MaRDI QIDQ3679978FDOQ3679978
Publication date: 1985
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.1985.tb00548.x
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- an approximation for multivariate normal probabilities of rectangular regions
- A remark on quadrant normal probabilities in high dimensions
- Optimizing Linear Functions of Random Variables having a Joint Multinomial or Multivariate Normal Distribution
- Calculating Normal Probabilities
- THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS
- A general reduction method for n–variate normal orthant probability
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- Evaluation and approximation of multivariate cumulative joint probabilities
- Multivariate Probability in Terms of Marginal Probability and Correlation Coefficient
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- On a multivariate normal probability minimization problem
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