A NEW EXPANSION FOR THE MULTIVARIATE NORMAL DISTRIBUTION1

DOI10.1111/j.1467-842X.1983.tb00387.xzbMath0521.62044OpenAlexW2031030530MaRDI QIDQ3670375

P. A. P. Moran

Publication date: 1983

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1983.tb00387.x

zbMATH Keywords

regions of convergenceintegral of multivariate normal distributionnew expansion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Related Items (3)

Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions ⋮ Expansions for the multivariate chi-square distribution ⋮ an approximation for multivariate normal probabilities of rectangular regions

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