Evaluation of Normal Probabilities of Symmetric Regions
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Publication:3783485
DOI10.1137/0909028zbMath0642.65098MaRDI QIDQ3783485
Publication date: 1988
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/6e297f7735f174e871695e62d5dc0f55407bf734
exceedance probabilities; multivariate normal probability; equicorrelated normal; permutation-symmetric region
62H99: Multivariate analysis
65C30: Numerical solutions to stochastic differential and integral equations
65C99: Probabilistic methods, stochastic differential equations
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