The Numerical Evaluation of Certain Multivariate Normal Integrals

DOI10.1214/aoms/1177704581zbMath0213.44404OpenAlexW2019682362MaRDI QIDQ5615765

R. N. Curnow, Charles W. Dunnett

Publication date: 1962

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704581

Mathematics Subject Classification ID

Elementary classical functions (33B99) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

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