Г. В. Мартынов, “Вычисление функции многомерного нормального распределения”, Итоги науки и техн. Сер. Теор. вероятн. Мат. стат. Теор. кибернет., 17 (1979), 57–84 (mathnet mathscinet zmath)........ ......... ........ ........... .......... ...... ....... ....... ........ ......
http://www.mathnet.ru/links/8b984df2bc050cbe433559b8ff12d984/intv43.pdf ............................................... ....... ........ ....... ........ ...... .......
1981. Translated to English:
G. V. Martynov, “Evaluation of the multivariate normal distribution function”, J. Soviet Math., 17:3 (1981), 1857–1875 ..............................
https://link.springer.com/content/pdf/10.1007%2FBF01085187.pdf....................
........................ .......................... ........................... ...................... ......................... ...................... .................. ...................... ............. ....... Evaluation of the multivariate normal distributions. "Journal of Soviet Mathematics" , V. 17, N. 1, 1981, 1643-1684 (Translated from "Progress in Science and Technology, Series on Probability Theory, Mathematical Statistics, Theoretical Cybernetics (Itogi Nauki i Tekhniki)", V. 17, Moscow, 1979, VINITI Acad. of Sc. USSR, pp. 54-84)
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Авторы: Мартынов Г.В. |