A numerical method for accurately approximating multivariate normal probabilities (Q1896182)
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scientific article; zbMATH DE number 787488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for accurately approximating multivariate normal probabilities |
scientific article; zbMATH DE number 787488 |
Statements
A numerical method for accurately approximating multivariate normal probabilities (English)
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17 August 1995
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interval analysis
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automatic differentiation
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multivariate normal probability
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