A representation for quadrivariate normal positive orthant probabilities

DOI10.1080/03610917908812124zbMATH Open0411.62030OpenAlexW1551930408MaRDI QIDQ4197896FDOQ4197896

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

• Title not available (Why is that?)
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• A note on the evaluation of the multivariate normal integral
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• Two expansions for the quadrivariate normal integral
• A short table for computing normal orthant probabilities of dimensions 4 and 5
• The Orthant Probabilities of Four Gaussian Variates
• Sign Distribution of Standard Multinormal Variables with Equal Positive Correlation
• A representation of multivariate normal probability integrals by integral transforms

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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