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Corrigendum: Algorithm 725: Computation of the multivariate normal integral
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Source ACM Transactions on Mathematical Software (TOMS) archive
Volume 19 ,  Issue 4  (December 1993) table of contents
Page: 546  
Year of Publication: 1993
ISSN:0098-3500
Author
Zvi Drezner
Publisher
ACM  New York, NY, USA
Bibliometrics
Downloads (6 Weeks): 1,   Downloads (12 Months): 25,   Citation Count: 0
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APPENDICES and SUPPLEMENTS
gZip725.gz (7 KB)
multivariate normal integral
Gams: l5b1n


INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.3 PROBABILITY AND STATISTICS
      Subjects: Statistical software

Additional Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS
      G.1.4 Quadrature and Numerical Differentiation
          Subjects: Multidimensional (multiple) quadrature


General Terms:
Algorithms


Keywords:
multivariate normal probability

Collaborative Colleagues:
Zvi Drezner: colleagues

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