Three digit accurate multiple normal probabilities

Author:

De�k I.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Reference15 articles.

1. Ahrens, J.H., Dieter, U.: Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing12, 223?246 (1974)

2. Davis, P.J., Rabinowitz, P.: Methods of numerical integration. New York: Academic Press (1975)

3. Deák, I.: Computing the probabilities of sets in higher dimensional spaces in case of normal distribution. Alkalmaz. Mat. Lapok2, 17?26 (1976) (in Hungarian)

4. Deák, I.: Monte Carlo methods for computing probabilities of sets in higher dimensional spaces in case of normal distribution. Alkalmaz. Mat. Lapok4, 35?94 (1978) (in Hungarian)

5. Deák, I.: Fast procedures for generating stationary normal vectors, J. Statist. Comp. and Simulation10, 225?242 (1980)

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