A representation of multivariate normal probability integrals by integral transforms

DOI10.1093/BIOMET/60.3.637MaRDI QIDQ5686706zbMATH OpenOpenAlexFDO

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

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