Evaluation and approximation of multivariate cumulative joint probabilities

DOI10.1080/00949658708810977zbMath0603.62061OpenAlexW2155301363MaRDI QIDQ3740058

Rudolph S. Parrish

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00949658708810977

zbMATH Keywords

approximationconditional momentscumulative joint probabilitiesexact evaluationsmultivariate noncentral tNonstandard Gaussian quadrature techniquesPearson classPearson-type differential equation constantstrivariate Dirichletunivariate Pearson distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Generating random deviates from multivariate Pearson distributions ⋮ Computational methods for fitting statistical distribution models of multi-site binding equilibria

Cites Work

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• Numerical evaluation of an equicorrelated multivariate non-central t distribution
• Systems of Frequency Curves
• Estimation of Parameters in Truncated Pearson Frequency Distributions

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