The numerical evaluation of a class of integrals
- 1 April 1956
- journal article
- Published by Cambridge University Press (CUP) in Mathematical Proceedings of the Cambridge Philosophical Society
- Vol. 52 (2) , 230-233
- https://doi.org/10.1017/s0305004100031212
Abstract
Suppose thatx1, …,xnare jointly distributed in a multivariate normal distribution,f(x1…,xn), with a given correlation matrix (ρij). Then the evaluation of is a problem which has been much discussed and has many applications (see David (1)). Whenn= 3This publication has 8 references indexed in Scilit:
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