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Zur numerischen Integration \(n\)-dimensionaler Normalverteilungen. (German. English summary) Zbl 0098.11702

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statistics
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References:

[1] Ihm, P.: Berechnung von Integralen dern-dimensionalen Student-Verteilung mittels Stieltjesintegralpapier. Mitteilungsblatt f.math.Statist. 9, 143–146 (1957). · Zbl 0102.14703
[2] Ihm, P.: Numerical evaluation of certain multivariate normal integrals. Sankhyā (im Druck). · Zbl 0097.14104
[3] Ihm, P.: A further contribution to the numerical evaluation of certain multivariate normal integrals. (Unveröffentlicht.) · Zbl 0099.35806
[4] Ihm, P.: A table of the normal integral with complex argument. (Unveröffentlicht.) · Zbl 0099.35805
[5] Plackett, R.L.: A reduction formula for normal multivariate integrals. Biometrika 41, 351–360 (1954). · Zbl 0056.35702
[6] Nair, K.R.: The distribution of the extreme deviate from the sample mean and its studentized form. Biometrika 35, 118–144 (1948). · Zbl 0030.30901
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