The Evaluation of General Non-Centred Orthant Probabilities

DOI10.1111/1467-9868.00382zbMATH Open1063.62082OpenAlexW2150991310MaRDI QIDQ4673762FDOQ4673762

Authors: Tetsuhisa Miwa, Anthony J. Hayter, Satoshi Kuriki 

Publication date: 9 May 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00382

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zbMATH Keywords

cumulative distribution functionpolyhedral coneorthant probabilityrecursive integrationorthoscheme probability

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• Title not available (Why is that?)
• The multivariate normal distribution
• Calculations of level probabilities for normal random variables with unequal variances with applications to Bartholomew's test in unbalanced one-way models.

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• Calculation of orthant probabilities by the holonomic gradient method
• Validating predictors of therapeutic success: A causal inference approach
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• A novel series expansion for the multivariate normal probability integrals based on Fourier series
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• Fast computation of high-dimensional multivariate normal probabilities
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• Computation of Gaussian orthant probabilities in high dimension
• CALCULATION OF MULTIVARIATE NORMAL PROBABILITIES-ANOTHER SPECIAL CASE
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• Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
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• Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
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• Development of visual aid materials in teaching the bivariate normal distributions
• A one-dimensional analysis for the probability of error of linear classifiers for normally distributed classes
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• Leading the field: fortune favors the bold in Thurstonian choice models
• An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals

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