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An asymptotic expansion for a class of multivariate normal integrals

Published online by Cambridge University Press:  09 April 2009

Harold Ruben
Harold Ruben
Affiliation:
Sheffield University
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Let x = (x1, x2,…, xn) be a normal random vector with zero expectation vector and with a variance-covariance matrix which has 1 for its diagonal elements and ρ for its off-diagonal elements. Consider the quantity where.

Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 2 , Issue 3 , February 1962 , pp. 253 - 264
Copyright
Copyright © Australian Mathematical Society 1962

References

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