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An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions - MaRDI portal

An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions (Q3935277)

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An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions
scientific article

    Statements

    title
    An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions (English)
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    author
    Robert Bohrer
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    Mark J. Schervish
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    publication date
    1981
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    zbMATH Keywords
    multivariate normal
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    adaptive Newton-Cotes quadrature
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    Identifiers

    DOI
    10.2307/1267794
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    Mathematics Subject Classification ID
    62E99
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    62-04
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    65C99
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    65D32
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    zbMATH DE Number
    3750064
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    OpenAlex ID
    W2012319420
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