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A note on the evaluation of the multivariate normal integral

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Publication:5819775
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DOI10.1093/biomet/40.3-4.458zbMath0051.10301OpenAlexW2004097187MaRDI QIDQ5819775

F. N. David

Publication date: 1953

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/40.3-4.458


zbMATH Keywords

probability theory



Related Items (11)

Probability inequalities for certain dependence structures ⋮ Estimation of autocorrelation in a binary time series ⋮ Computation of the quadrivariate and pentavariate normal cumulative distribution functions ⋮ Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions ⋮ Evaluation of the normal distribution function ⋮ Orthant probabilities and the attainment of maxima on a vertex of a simplex ⋮ Computation of the Trivariate Normal Integral ⋮ Some linear and nonlinear rank tests for competing risks models ⋮ On the exceedances of exchangeable random variables ⋮ A representation for quadrivariate normal positive orthant probabilities ⋮ Quantile Methods for Stochastic Frontier Analysis






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