Hostname: page-component-586b7cd67f-g8jcs Total loading time: 0 Render date: 2024-11-29T19:14:04.879Z Has data issue: false hasContentIssue false
  • English
  • Français

The numerical evaluation of a class of integrals

Published online by Cambridge University Press:  24 October 2008

P. A. P. Moran
P. A. P. Moran
Affiliation:
Australian National UniversityCanberra, A.C.T.
Get access Rights & Permissions [Opens in a new window]

Abstract

Suppose that x1, …, xn are jointly distributed in a multivariate normal distribution, f(x1 …, xn), with a given correlation matrix (ρij). Then the evaluation of

is a problem which has been much discussed and has many applications (see David (1)). When n = 3

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 52 , Issue 2 , April 1956 , pp. 230 - 233
Copyright
Copyright © Cambridge Philosophical Society 1956

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

(1)David, F. N.Biometrika, 40 (1953), 458.CrossRefGoogle Scholar
(2)Foster, F. G. and Stuart, A.J.R. statist. Soc. B, 16 (1954), 1.Google Scholar
(3)Goodwin, E. T.Proc. Camb. phil. Soc. 45 (1949), 241.CrossRefGoogle Scholar
(4)Kendall, D. G.Quart. J. Math. 13 (1942), 172.CrossRefGoogle Scholar
(5)Kendall, M. G.Biometrika, 32 (1941), 196.Google Scholar
(6)Kendall, M. G.Biometrika, 41 (1954), 562.CrossRefGoogle Scholar
(7)Mohan, P. A. P.Biometrika, 35 (1948), 203.Google Scholar
(8)Plackett, R. L.Biometrika, 41 (1954), 351.CrossRefGoogle Scholar
(9)Rubin, H.Biometrika, 41 (1954), 200.CrossRefGoogle Scholar