Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function (Q5933851)
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scientific article; zbMATH DE number 1604617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function |
scientific article; zbMATH DE number 1604617 |
Statements
Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function (English)
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14 June 2001
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probability bounds
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Monte Carlo simulation
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multivariate normal probability distribution function
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variance reduction
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