AN ERROR-BOUNDED ALGORITHM FOR NORMAL PROBABILITIES OF RECTANGULAR REGIONS

被引：17

作者：

BOHRER, R ^{[1
]}

SCHERVISH, MJ ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213

来源：

关键词：

D O I：

10.2307/1267794

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：297 / 300

页数：4

共 8 条

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[4]

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[5] PROBABILITY INTEGRALS OF MULTIVARIATE NORMAL AND MULTIVARIATE [J].

GUPTA, SS .

ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (03) :792-&

[6]

Lyness J. N., 1976, ACM Transactions on Mathematical Software, V2, P65, DOI 10.1145/355666.355671

[7] COMPUTER EVALUATION OF MULTIVARIATE NORMAL INTEGRAL [J].

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[8]

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