Premium
Algorithm as 195: Multivariate Normal Probabilities with Error Bound
Author(s) -
Schervish Mark J.
Publication year - 1985
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347897
Subject(s) - multivariate statistics , statistics , mathematics , algorithm , multivariate normal distribution , computer science