Bounds on a Multivariate Normal Integral.

Abstract

Let X = (X sub i,...,X sub n) be a random vector distributed according to multivariate normal distribution. Lower and upper bounds are given for the probability P (X sub i > or = (a sub i), i = 1,...,n). The given results have application in a problem of estimating a change in the distribution of a sequence of random variables. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 30, 1972
Accession Number
AD0760293

Entities

People

  • Khursheed Alam

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Integrals
  • Mathematics
  • Normal Distribution
  • Probability
  • Probability Distributions
  • Random Variables
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Regression Analysis.