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- W4254363453 abstract "It is shown that a km-variate normal probability integral over a rectangular region can be expressed as an iterated k-variate normal integral when the k sets of m variates each have a certain commonly realized block covariance structure. The latter representation is much easier to evaluate numerically than is the former. This result generalizes previous results for k= 1 of Dunnett & Sobel and Steck & Owen." @default.
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- W4254363453 date "1974-12-01" @default.
- W4254363453 modified "2023-10-14" @default.
- W4254363453 title "An Iterated Integral Representation for a Multivariate Normal Integral Having Block Covariance Structure" @default.
- W4254363453 doi "https://doi.org/10.2307/2334747" @default.
- W4254363453 hasPublicationYear "1974" @default.
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