Evaluation and approximation of multivariate cumulative joint probabilities
DOI10.1080/00949658708810977zbMath0603.62061OpenAlexW2155301363MaRDI QIDQ3740058
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
approximationconditional momentscumulative joint probabilitiesexact evaluationsmultivariate noncentral tNonstandard Gaussian quadrature techniquesPearson classPearson-type differential equation constantstrivariate Dirichletunivariate Pearson distribution
Multivariate distribution of statistics (62H10) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)
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