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Computation of the quadrivariate and pentavariate normal cumulative distribution functions - MaRDI portal

Computation of the quadrivariate and pentavariate normal cumulative distribution functions (Q5084747)

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scientific article; zbMATH DE number 7549493
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English
Computation of the quadrivariate and pentavariate normal cumulative distribution functions
scientific article; zbMATH DE number 7549493

    Statements

    Computation of the quadrivariate and pentavariate normal cumulative distribution functions (English)
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    28 June 2022
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    multivariate normal distribution
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    quadrivariate normal distribution
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    pentavariate normal distribution
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    multivariate normal order statistics
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