A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
From MaRDI portal
Publication:5829347
DOI10.1093/biomet/41.3-4.351zbMath0056.35702OpenAlexW2029414932MaRDI QIDQ5829347
Publication date: 1954
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/41.3-4.351
Related Items
The computation of bivariate normal and \(t\) probabilities, with application to comparisons of three normal means, A joint chance-constrained programming model with row dependence, Dynamic bivariate normal copula, Improved estimation of the mean vector for student-t model, Upper classes for the increments of fractional Wiener processes, Chi-square processes for gene mapping in a population with family structure, An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions, Assessing statistical significance in variance components linkage analysis: a theoretical justification, Exact Maximum Likelihood Estimation of an ARMA(1, 1) Model with Incomplete Data, Ordering Gini indexes of multivariate elliptical risks, Bayesian aggregation of two forecasts in the partial information framework, Stochastic programs for identifying critical structure collapse mechanisms, Multivariate normal integrals and contingency tables with ordered categories, Maximum likelihood estimation of polychoric correlations inr×s×tcontingency tables, Identification in a generalization of bivariate probit models with dummy endogenous regressors, The \(d\)-variate vector Hermite polynomial of order \(k\), Computation of the quadrivariate and pentavariate normal cumulative distribution functions, Clipped Gaussian processes are never M-step Markov, Extreme value theory for stochastic processes, Multivariate truncated moments, A general statistical framework for dissecting parent-of-origin effects underlying endosperm traits in flowering plants, On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion, THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES, The use of the tetrachoric series for evaluating multivariate normal probabilities, Order Patterns in Time Series, Evaluation of the normal distribution function, Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function, A new probabilistic approach to the path criticality in stochastic PERT, Using mathematical programming to compute singlular multivariate normal probablities, On power and sample size computation for multiple testing procedures, On numerical calculation of probabilities according to Dirichlet distribution, Testing for normality in a probit model with double selection., An Extension of Plackett’s Differential Equation for the Multivariate Normal Density, Analytic crossing probabilities for certain barriers by Brownian motion, Nonparametric measures of intraclass correlation, Adaptive designs for selecting drug combinations based on efficacy-toxicity response, Conditional covariance structure of generalized compensatory multidimensional items, Computation of the Trivariate Normal Integral, A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems, Asymptotic Poisson character of extremes in non-stationary Gaussian models, INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION, Some bayesian considerations of the choice of design for ranking, selection and estimation, On the connection between orthant probabilities and the first passage time problem, A representation for quadrivariate normal positive orthant probabilities, MULTIVARIATE PARTIAL DIFFERENTIAL EQUATION DESCRIBING THE EVOLUTION OF A GAUSSIAN PROCESS, Zur numerischen Integration \(n\)-dimensionaler Normalverteilungen, Tests based on sample partial autocorrelations, On a simple estimate of correlations of stationary random sequences, Condorcet efficiency of the preference approval voting and the probability of selecting the Condorcet loser, On the increments of the Wiener process, Comparison Inequalities for Order Statistics of Gaussian Arrays, Gaussian stochastic processes, M-matrices as covariance matrices of multinormal distributions, Remarks on Gaussian Noise Stability, Brascamp-Lieb and Slepian Inequalities, On the sequence of partial maxima of some random sequences, The Bivariate Normal Copula, On the size of the increments of nonstationary Gaussian processes, Calculation of orthant probabilities by the holonomic gradient method