Upper bound for singular normal probability integrals by integration over a hypersphere

DOI10.1080/03610919008812892zbMath0850.62203OpenAlexW2089322759MaRDI QIDQ4019200

J. P. de Los Reyes

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812892

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• A note on singular normal distributions
• Optimizing Linear Functions of Random Variables having a Joint Multinomial or Multivariate Normal Distribution
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