an approximation for multivariate normal probabilities of rectangular regions
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Publication:3029998
DOI10.1080/02331888708802036zbMath0626.62021OpenAlexW1964085334MaRDI QIDQ3029998
Publication date: 1987
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888708802036
Taylor polynomialsapproximation for multivariate normal probabilities of rectangular regionstetrachoric expansion
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximation by polynomials (41A10) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)
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Cites Work
- The use of the tetrachoric series for evaluating multivariate normal probabilities
- Probability Inequalities for Multivariate Distributions with Dependence Structures
- A NEW EXPANSION FOR THE MULTIVARIATE NORMAL DISTRIBUTION1
- An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions
- Tests of the Kolmogorov-Smirnov type for exponential data with unknown scale, and related problems
- An upper bound for the probability of a union
- An Approximation to the Multivariate Normal Integral: Its Application to Multifactorial Qualitative Traits
- Computer Evaluation of the Multivariate Normal Integral
- A representation of multivariate normal probability integrals by integral transforms
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