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- W2071713033 abstract "Abstract This paper demonstrates an easy way to obtain a substantial gain in precision in the popular GHK simulator, and the RIS simulator that extends it, of multivariate normal probabilities. On average, this gain translates into a 40% saving in computational time. It is also shown that the simulator can be used to compute probabilities over wedge-shaped areas. In this case, the RIS simulator based on the logit distribution has a substantial advantage over the GHK simulator." @default.
- W2071713033 created "2016-06-24" @default.
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- W2071713033 date "2000-07-01" @default.
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- W2071713033 title "Rectangular and wedge-shaped multivariate normal probabilities" @default.
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- W2071713033 doi "https://doi.org/10.1016/s0165-1765(00)00224-x" @default.
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