References
- Bacon , R.H. 1963 . Approximations to multivariate normal orthantprobabilities . Ann. Hath. Statist , 34 : 191 – 198 .
- Bohrer , R.E. and Schervis , M.J. 1981 . An error-bound algorithm for normal probabilities of rectangular region . Technometrics , 23 : 297 – 300 .
- Childs , D.R. and Dutt , J.E. 1973 . A representation of multivariate normalintegrals by integral transforms . Biometrika , 60 : 643 – 645 .
- Dutt , J.E. and Lin , T. K. 1975 . A short table for computingnormal orthant probabilities dimension . J.StatComput. Simul , 4 : 95 – 120 .
- Gupta , S.S. 1963 . Bibliography on the multivariate normalintegral and related topics . Ann. Math. Statist , 34 : 829 – 838 .
- Martynov , G.V. 1981 . Evaluation of normal distributionfunctions . J. Soviet Math , 17 : 1857 – 1875 .
- Moran , P.A.P. 1984 . The Monte Carlo evaluation of orthantprobabilities for multivariate normal distributions . J. AustralStatist , 17 : 39 – 44 .
- Schervish , M.J. 1984 . Multivariate normal probabilitieswith error bound . Applied Statist , 33 : 81 – 87 .