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A remark on quadrant normal probabilities in high dimensions

✍ Scribed by Yosef Rinott; Vladimir Rotar

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
79 KB
Volume
51
Category
Article
ISSN
0167-7152

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✦ Synopsis

This paper provides an asymptotic evaluation of the quadrant probability P(Y16b; : : : ; Yt6b) as t β†’ ∞, where the Yi's are exchangeable normals with a correlation . This probability is often represented as

, where is the standard normal distribution, and a = (1 -)= .

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