scientific article; zbMATH DE number 66192

MaRDI QIDQ4010799zbMATH OpenFDO

Authors George R. Terrell

Publication date 27 September 1992

zbMATH Keywords

Fourier transformParseval's theoremquadrature methodsGauss-Hermite quadraturemultinormal probabilitiesParseval quadratureprobabilities of compact regionsstatistical numerical method

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Probabilistic methods, stochastic differential equations (65C99) Approximations to statistical distributions (nonasymptotic) (62E17)

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• THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS

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