APPROXIMATIONS TO MULTIVARIATE NORMAL ORTHANT PROBABILITIES

[1] ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES [J]. BIOMETRIKA, 1953, 40 (1-2) : 35 - 42

[2] BACON RH, 1958, J AM STAT ASSOC, V53, P569

[3] Coxeter H. S. M., 1935, Q J MATH, V6, P13, DOI 10.1093/qmath/os-6.1.13

[4] MCFADDEN JA, 1956, BIOMETRIKA, V43, P206

[5] A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS [J]. BIOMETRIKA, 1954, 41 (3-4) : 351 - 360

[6] ON THE MOMENTS OF ORDER STATISTICS IN SAMPLES FROM NORMAL POPULATIONS [J]. BIOMETRIKA, 1954, 41 (1-2) : 200 - 227

[7] Schlafli L., 1860, Q J MATH, V3, P97

[8] A NOTE ON QUADRIVARIATE NORMAL INTEGRAL [J]. BIOMETRIKA, 1961, 48 (1-2) : 201 - &

[1] ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES [J]. BIOMETRIKA, 1953, 40 (1-2) : 35 - 42

[2] BACON RH, 1958, J AM STAT ASSOC, V53, P569

[3] Coxeter H. S. M., 1935, Q J MATH, V6, P13, DOI 10.1093/qmath/os-6.1.13

[4] MCFADDEN JA, 1956, BIOMETRIKA, V43, P206

[5] A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS [J]. BIOMETRIKA, 1954, 41 (3-4) : 351 - 360

[6] ON THE MOMENTS OF ORDER STATISTICS IN SAMPLES FROM NORMAL POPULATIONS [J]. BIOMETRIKA, 1954, 41 (1-2) : 200 - 227

[7] Schlafli L., 1860, Q J MATH, V3, P97

[8] A NOTE ON QUADRIVARIATE NORMAL INTEGRAL [J]. BIOMETRIKA, 1961, 48 (1-2) : 201 - &