A representation for quadrivariate normal positive orthant probabilities

DOI10.1080/03610917908812124MaRDI QIDQ4197896zbMATH OpenOpenAlexFDO

Authors 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

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

Cites work

• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• A note on the evaluation of the multivariate normal integral
• A representation of multivariate normal probability integrals by integral transforms
• A short table for computing normal orthant probabilities of dimensions 4 and 5
• An approximation for the symmetric, quadrivariate normal integral
• Approximations to Multivariate Normal Orthant Probabilities
• Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution
• ON THE MOMENTS OF ORDER STATISTICS IN SAMPLES FROM NORMAL POPULATIONS
• Orthant probabilities for the equicorrelated multivariate normal distribution
• Reduction of the multivariate normal integral to characteristic form
• Robustness of positional scoring over subsets of alternatives
• Sign Distribution of Standard Multinormal Variables with Equal Positive Correlation
• The Orthant Probabilities of Four Gaussian Variates
• The variance of Spearman's rho in normal samples
• Two expansions for the quadrivariate normal integral

Cited in

(10)

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

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