A short table for computing normal orthant probabilities of dimensions 4 and 5

DOI10.1080/00949657508810114zbMath0323.65001OpenAlexW2112958926MaRDI QIDQ4086628

T. K. Lin, J. E. Dutt

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1080/00949657508810114

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10) Statistical tables (62Q05)

Related Items (4)

A Fortran subroutine for computing normal orthant probabilities of dimensions up to nine ⋮ Evaluation of the normal distribution function ⋮ Probabilities of election outcomes for large electorates ⋮ A representation for quadrivariate normal positive orthant probabilities

Cites Work

• Approximations to Multivariate Normal Orthant Probabilities
• A representation of multivariate normal probability integrals by integral transforms
• Orthant probabilities for the equicorrelated multivariate normal distribution

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