
Accession Number : AD0760293
Title : Bounds on a Multivariate Normal Integral.
Descriptive Note : Technical rept.,
Corporate Author : CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES
Personal Author(s) : Alam,Khursheed
Report Date : 30 JUL 1972
Pagination or Media Count : 16
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)
Descriptors : (*MULTIVARIATE ANALYSIS, INTEGRALS), DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, MEASURE THEORY, MATRICES(MATHEMATICS)
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE