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:

1972-07-30

Pagination or Media Count:

16.0

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