Approximations to Multivariate Normal Orthant Probabilities

DOI10.1214/aoms/1177704254zbMath0245.62057OpenAlexW1998803423WikidataQ99155404 ScholiaQ99155404MaRDI QIDQ5657551

Ralph Hoyt Bacon

Publication date: 1963

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

Full work available at URL: https://doi.org/10.1214/aoms/1177704254

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (11)

Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference ⋮ A general reduction method for n–variate normal orthant probability ⋮ Evaluation of the normal distribution function ⋮ A short table for computing normal orthant probabilities of dimensions 4 and 5 ⋮ Dynamical properties of single-file diffusion ⋮ Algorithm developments for optimization problems with joint reliability constraints ⋮ Permutation entropy of fractional Brownian motion and fractional Gaussian noise ⋮ Proportions of profiles with a majority candidate ⋮ A representation for quadrivariate normal positive orthant probabilities ⋮ Condorcet's paradox ⋮ Densities in certain three-way prime number races

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