๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Note on the Evaluation of the Multivariate Normal Integral

โœ Scribed by F. N. David


Book ID
124236565
Publisher
Oxford University Press
Year
1953
Tongue
English
Weight
220 KB
Volume
40
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A Note on the Multivariate Normal Hazard
โœ Chunsheng Ma ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 66 KB

For the multivariate log-concave distribution, it is shown that the hazard gradient is increasing in the sense of Johnson and Kotz. As an immediate consequence, the result of Gupta and Gupta (1997) on the multivariate normal hazard is obtained.