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