ALGORITHM AS-251 - MULTIVARIATE NORMAL PROBABILITY INTEGRALS WITH PRODUCT CORRELATION STRUCTURE

被引：56

作者：

DUNNETT, CW

机构：

来源：

APPLIED STATISTICS-JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C | 1989年 / 38卷 / 03期

关键词：

D O I：

10.2307/2347754

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：564 / 579

页数：16

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