A representation of multivariate normal probability integrals by integral transforms

DOI10.1093/BIOMET/60.3.637zbMATH Open0269.60011OpenAlexW2049738262MaRDI QIDQ5686706FDOQ5686706

Authors: J. E. Dutt 

Publication date: 1973

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/60.3.637

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10)

Cited In (13)

• A short table for computing normal orthant probabilities of dimensions 4 and 5
• an approximation for multivariate normal probabilities of rectangular regions
• Probability Integrals of the Multivariate t Distribution
• Three digit accurate multiple normal probabilities
• Probabilities of election outcomes for large electorates
• On the probabilities of rankings of k populations with applications
• Models for extremal dependence derived from skew-symmetric families
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• Evaluation of the normal distribution function
• A representation for quadrivariate normal positive orthant probabilities
• A general reduction method for n–variate normal orthant probability
• A joint chance-constrained programming model with row dependence
• New Approximations to Familiar Functions

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