A representation for quadrivariate normal positive orthant probabilities

DOI10.1080/03610917908812124zbMath0411.62030OpenAlexW1551930408MaRDI QIDQ4197896

William V. Gehrlein

Publication date: 1979

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610917908812124

zbMATH Keywords

orthant probabilityquadrivariate normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Distribution theory (60E99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (10)

Analyzing the Probability of Election Outcomes with Abstentions ⋮ On the Probability of the Ostrogorski Paradox ⋮ A general reduction method for n–variate normal orthant probability ⋮ Computation of the quadrivariate and pentavariate normal cumulative distribution functions ⋮ The effectiveness of weighted scoring rules when pairwise majority rule cycles exist. ⋮ Borda's paradox with weighted scoring rules ⋮ The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution ⋮ Robustness of positional scoring over subsets of alternatives ⋮ Condorcet efficiency of the preference approval voting and the probability of selecting the Condorcet loser ⋮ Condorcet's paradox

Cites Work

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• A representation of multivariate normal probability integrals by integral transforms
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• A note on the evaluation of the multivariate normal integral
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• Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution
• Unnamed Item

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