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Correction to Algorithm as 251: Multivariate Normal Probability Integrals with Product Correlation Structure
Author(s) -
Dunnett Charles W.
Publication year - 1993
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 - 10.2307/2986187
Subject(s) - multivariate statistics , correlation , multivariate normal distribution , product (mathematics) , algorithm , mathematics , statistics , computer science , geometry