A short table for computing normal orthant probabilities of dimensions 4 and 5
- 1 January 1975
- journal article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 4 (2) , 95-120
- https://doi.org/10.1080/00949657508810114
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- A representation of multivariate normal probability integrals by integral transformsBiometrika, 1973
- Approximations to Multivariate Normal Orthant ProbabilitiesThe Annals of Mathematical Statistics, 1963
- Orthant probabilities for the equicorrelated multivariate normal distributionBiometrika, 1962