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A NEW EXPANSION FOR THE MULTIVARIATE NORMAL DISTRIBUTION 1
Author(s) -
Moran P. A. P.
Publication year - 1983
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1983.tb00387.x
Subject(s) - multivariate statistics , multivariate normal distribution , divergence (linguistics) , matrix t distribution , mathematics , convergence (economics) , multivariate analysis , matrix normal distribution , statistics , economics , philosophy , linguistics , economic growth
Summary A new expansion is given for the integral of the multivariate normal distribution over a region of the form (V 1 , m) ×.× (u k , ∞). The regions of convergence and divergence are partially identified and shown to be different from those of the tetrachoric expansion.