Using Complex Integration to Compute Multivariate Normal Probabilities

• 1 December 1997
• journal article
• Published by JSTOR in Journal of Computational and Graphical Statistics
• Vol. 6  (4) , 397
• https://doi.org/10.2307/1390743

Abstract

Keywords

• NORMAL PROBABILITIES
• COMPUTE MULTIVARIATE
• MULTIVARIATE NORMAL
• USING COMPLEX INTEGRATION