scientific article; zbMATH DE number 697763

zbMath0832.65020MaRDI QIDQ4313981

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Publication date: 5 March 1996

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zbMATH Keywords

numerical examplesMonte Carlo methodstochastic simulationmultivariate normal integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (7)

Normal variance mixtures: distribution, density and parameter estimation ⋮ Computation of Gaussian orthant probabilities in high dimension ⋮ Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning ⋮ Evaluating nearly singular multinormal expectations with application to wave distributions ⋮ Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria ⋮ The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution ⋮ Bivariate conditioning approximations for multivariate normal probabilities

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