Normal orthant probabilities in the equicorrelation case

Journal of Mathematical Analysis and Applications

Volumn 246, Issue 1, 2000, Pages 280-295

  Ni, Zhongren ^a,b   Kedem, Benjamin ^c  

^a University of Maryland   (United States)

^b PEKING UNIVERSITY   (China)

^c UNIVERSITY OF MARYLAND   (United States)

Author keywords

Differential equation; expansion; quadratic form

Indexed keywords

EID: 0034195771     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmaa.2000.6803     Document Type: Article

References (2)

1. Owen D. B. Orthant probabilities. Kotz-Johnson Encyclopedia of Statistical Science. 1988;Wiley, New York. p. 521-523.
2. Steck G. P. Orthant probabilities for the equicorrelated multivariate normal distribution. Biometrika. 49:1962;433-445.