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Upper bound for singular normal probability integrals by integration over a hypersphere |
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| Authors: | J P De Los Reyes |
| Institution: | Department of Mathematical Sciences , The University of Akron , Akron , Ohio , 44325 |
| Abstract: | |
| Keywords: | Pólya multinomial limiting singular normal regular simplex hypersphere equicorrelated-equicoordinate normal probability integral diagonalizing transformation uncorrelated standard multivariate normal distribution incomplete gamma-function ratio |