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Original Articles

Computer Evaluation of the Multivariate Normal Integral

Pages 881-889 | Published online: 09 Apr 2012

References

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  • Bechhofer , R. E. 1954 . A single-sample multiple decision procedure for ranking means of normal populations with known variances . Ann. Math. Statist. , 25 : 16 – 39 .
  • Grad , A. and Solomon , H. 1955 . Distribution of quadratic forms and some applications . Ann. Math. Statist. , 26 : 464 – 477 .
  • Gupta , S. S. 1963 . Probability integrals of multivariate normal and multivariate . t. Ann. Math. Statist. , 34 : 792 – 828 .
  • Gupta , S. S. 1963 . Bibliography on the multivariate normal integrals and related topics . Ann. Math. Statist. , 34 : 829 – 838 .
  • Milton , R. C. 1970 . Rank Order Probabilities: Two-Sample Normal Shift Alternatives. New York : John Wiley & Sons. .
  • Milton , R. C. and Hotchkiss , R. 1969 . Computer evaluation of the normal and inverse normal distribution functions . Technomelrics , 11 : 817 – 822 .
  • Owen , D. B. 1962 . Handbook of Statistical Tables. Reading , Massachusetts : Addison-Wesley Publishing Company. .
  • Solomon , H. 1960 . Distribution of quadratic forms—tables and applications Applied Mathematics and Statistics Laboratories, Stanford University. . Technical Report No. 45

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