Title of article :
Normal Orthant Probabilities in the
Equicorrelation Case
Author/Authors :
Zhongren Ni، نويسنده , , Benjamin Kedem1، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2000
Abstract :
The general differential equation that governs the orthant probabilities of the
equicorrelated multivariate normal distribution is obtained by an algebraic method
different from past methods. From this a new easily computable expansion in the
equicorrelated case is obtained
Keywords :
quadratic form. , differential equation , Expansion
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications