Computer Evaluation of the Multivariate Normal Integral
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00401706.1972.10488983
Reference9 articles.
1. Approximations to Multivariate Normal Orthant Probabilities
2. A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
3. Distribution of Quadratic Forms and Some Applications
4. Probability Integrals of Multivariate Normal and Multivariate $t^1$
5. Bibliography on the Multivariate Normal Integrals and Related Topics
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