scientific article; zbMATH DE number 3996992

MaRDI QIDQ4723140zbMATH OpenFDO

Authors John A. Kapenga, Kenneth Mullen, Daniel M. Ennis, Elise De Doncker-Kapenga

Publication date 1987

zbMATH Keywords

multidimensional normal density functiontriangular method

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Monte Carlo methods (65C05) Computation of special functions and constants, construction of tables (65D20)

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(4)

• A multidimensional stochastic theory of similarity
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• Computation of the Trivariate Normal Integral

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