Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution
This paper presents a new theorem, as a substitute for existing results which are shown to have some errors, for evaluating the exact one-sided percentage points of the multivariate normal distribution with a singular negative product correlation structure. By extending the result from the multivari...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1995
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/141 |
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| Institution: | Singapore Management University |
| Language: | English |