APPROXIMATIONS TO THE MULTIVARIATE NORMAL INTEGRAL

被引：5
|
作者：
DREZNER, Z [1 ]
机构：
[1] CALIF STATE UNIV FULLERTON,DEPT MANAGEMENT SCI,FULLERTON,CA 92634
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1990年 / 19卷 / 02期
关键词：
Multivariate Normal Probabilities Approximation;
D O I：
10.1080/03610919008812873
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：
We propose a simple and efficient way to approximate multivariate normal probabilities using univariate and bivariate probabilities. The approximation is computationally tested for the trivariate and quadrivariate normal probabilities. A few problems of higher dimensions were also tested. © 1990, Taylor & Francis Group, LLC. All rights reserved.
引用
收藏
页码：527 / 534
页数：8
相关论文
共 50 条
12345