References
- Abrahamson , I.G. 1964 . Orthant probabilities for the quadrivariate normal distribution . Ann. Math. Statist , 25 : 1685 – 1703 .
- Bacon , R.H. 1963 . Approximations to normal orthant probabilities . Ann. Math. Statist , 34 : 191 – 198 .
- Cheng , M.C. 1969 . The orthant probabilities of four Gaussian variates . Ann. Math. Statist , 40 : 152 – 161 .
- Childs , D.R. 1967 . Reduction of the multivariate normal integral to characteristic form . Biometrika , 54 : 293 – 300 .
- David , F.N. 1953 . A note on the evaluation of the multivariate normal integral . Biometrika , 40 : 458 – 459 .
- Dutt , J.E. 1973 . A representation of multivariate normal probability integrals by integral transforms . Biometrika , 60 : 637 – 645 .
- Gehrlein , W.V. 1979 . A representation for quadrivariate normal positive orthant probabilities . Commun. Statist. –Simul. Computa , B8 ( 4 ) : 349 – 358 .
- Owen , D.B. 1985 . “ Orthant Probabilities ” . In Encyclopedia of statistical sciences Edited by: Kotz , S. and Johnson , N.L. Vol. 6 , 521 – 523 .
- Plackett , R.L. 1954 . A reduction formula for normal multivariate integrals . Biometrika , 41 : 351 – 360 .
- Steck , G.P. 1962 . Orthant probabilities for the equicorrelated multivariate normal distributions . Biometrika , 49 : 433 – 435 .