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
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