Computation of Multiple Normal Probabilities
- 1 January 1980
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Computation of the bivariate normal integralMathematics of Computation, 1978
- Computer methods for sampling from gamma, beta, poisson and bionomial distributionsComputing, 1974
- A representation of multivariate normal probability integrals by integral transformsBiometrika, 1973
- Algorithm 462: bivariate normal distributionCommunications of the ACM, 1973
- Computer Evaluation of the Multivariate Normal IntegralTechnometrics, 1972
- Algorithm 425: generation of random correlated normal variables [G5]Communications of the ACM, 1972
- On multiple normal probabilities of rectanglesApplications of Mathematics, 1971
- Probability Integrals of Multivariate Normal and Multivariate $t^1$The Annals of Mathematical Statistics, 1963