3 DIGIT ACCURATE MULTIPLE NORMAL PROBABILITIES

被引:71
作者
DEAK, I
机构
关键词
D O I
10.1007/BF01399006
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:369 / 380
页数:12
相关论文
共 15 条
[1]   COMPUTER METHODS FOR SAMPLING FROM GAMMA, BETA, POISSON AND BINOMIAL DISTRIBUTIONS [J].
AHRENS, JH ;
DIETER, U .
COMPUTING, 1974, 12 (03) :223-246
[2]  
DAVIS PJ, 1975, METHODS NUMERICAL IN
[3]   FAST PROCEDURES FOR GENERATING STATIONARY NORMAL VECTORS [J].
DEAK, I .
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1980, 10 (3-4) :225-242
[4]  
DEAK I, 1978, ALKALMAZ MAT LAPOK, V4, P35
[5]  
DEAK I, 1976, ALKALMAZ MAT LAPOK, V2, P17
[6]  
DEAK I, 1980, LECTURE NOTES MATH
[7]  
DONELLY TG, 1973, COMMUN ACM, V16, P638
[8]   REPRESENTATION OF MULTIVARIATE NORMAL PROBABILITY INTEGRALS BY INTEGRAL TRANSFORMS [J].
DUTT, JE .
BIOMETRIKA, 1973, 60 (03) :637-645
[9]   PROBABILITY INTEGRALS OF MULTIVARIATE NORMAL AND MULTIVARIATE [J].
GUPTA, SS .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (03) :792-&
[10]   CHI-SQUARED INTEGRAL [S15] [J].
HILL, ID ;
PIKE, MC .
COMMUNICATIONS OF THE ACM, 1967, 10 (04) :243-&