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Numerical Computation of Multivariate Normal and MultivariatetProbabilities over Ellipsoidal Regions
Author(s) -
Paul N. Somerville
Publication year - 2001
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v006.i08
Subject(s) - multivariate statistics , fortran , computation , algorithm , multivariate normal distribution , computer science , multivariate analysis , mathematics , statistics , programming language

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