The numerical evaluation of a class of integrals

著者: P. A. P. Moran - Mathematical Proceedings of the Cambridge Philosophical Society 1956 被引用: 35

Suppose that x 1 , …, x n are jointly distributed in a multivariate normal distribution, f ( x 1 …, x n ), with a given correlation matrix ( ρ ij ). Then the evaluation of is a problem which has been much discussed and has many applications (see David (1)). When n = 3