Computation of Multiple Normal Probabilities

Author:

Deak I.

Publisher

Springer Berlin Heidelberg

Reference20 articles.

1. Ahrens, J.H., Dieter, U.: Computer methods for sampling from gamma, beta, Poisson and binomial distributions. Computing 12 (1974), p. 223–246

2. Andel, J.: On multiple normal probabilities of rectangles. Aplikace Mat. 16 (1971), p. 172–181

3. Bene, B.: Reichentransformationen zur gemeinsamen Normalvertei-lung von familiären Erkrankungsneigungen. Compstat, (1974), Vienna, (unpublished).

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

5. Deak, I.: Computer evaluation of a stochastic programming model. MTA Szamitastechnikai Központ Közlemenyei 9 (1972), p. 33–49,(in Hungarian),

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