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The probabilities of falling into a circle and a sphere with a normal distribution

✍ Scribed by G.G. Abezgauz

Publisher
Elsevier Science
Year
1970
Weight
334 KB
Volume
10
Category
Article
ISSN
0041-5553

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An exact asymptotic formula for the tail probability of a multivariate normal distribution is derived. This formula is applied to establish two asymptotic results for the maximum deviation from the mean: the weak convergence to the Gumbel distribution of a normalized maximum deviation and the precis