Computer Evaluation of the Multivariate Normal Integral
From MaRDI portal
Publication:5654873
DOI10.2307/1267136zbMath0243.62015OpenAlexW4234373011MaRDI QIDQ5654873
Publication date: 1972
Full work available at URL: https://doi.org/10.2307/1267136
Related Items (13)
The numerical evaluation of certain multivariate normal integrals ⋮ On combining Stein estimation problems: An adaptive rule under classical criteria ⋮ A numerical method for accurately approximating multivariate normal probabilities ⋮ Multivariate normal integrals and contingency tables with ordered categories ⋮ Optimizing Linear Functions of Random Variables having a Joint Multinomial or Multivariate Normal Distribution ⋮ Three digit accurate multiple normal probabilities ⋮ Evaluation of the normal distribution function ⋮ Using mathematical programming to compute singlular multivariate normal probablities ⋮ Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence ⋮ an approximation for multivariate normal probabilities of rectangular regions ⋮ The evaluation of bivariate normal probabilities for failure of parallel systems ⋮ Some statistical implications of multivariate inequality constrained testing ⋮ Valuing flexibility: An impulse control framework
This page was built for publication: Computer Evaluation of the Multivariate Normal Integral