The Evaluation of General Non-Centred Orthant Probabilities

DOI10.1111/1467-9868.00382zbMath1063.62082OpenAlexW2150991310MaRDI QIDQ4673762

Tetsuhisa Miwa, Satoshi Kuriki, Anthony J. Hayter

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

zbMATH Keywords

polyhedral conecumulative distribution functionorthant probabilityrecursive integrationorthoscheme probability

Mathematics Subject Classification ID

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Cites Work

• 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.
• Unnamed Item

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