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
Pages :
16
From page :
280
To page :
295
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
Serial Year :
2000
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
932078
Link To Document :
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