首页 | 本学科首页   官方微博 | 高级检索  
     


A Generalization of the Childs-Moran Result for Orthoscheme Probabilities
Authors:Kentaro Nomakuchi
Affiliation:Kochi University
Abstract:van der Vaart (1953, 1955) introduced the orthoscheme probability Rn (c 1,..., cn−1 ), meaning the orthant probability of an n -dimensional normal random vector with zero mean and tridiagonal correlation matrix with elements c 1,..., cn−1 on the upper diagonal. Childs (1967) conjectured and Moran (1983) proved that the generating function of { Rn (½,...,½)} equals tan z + sin z . This paper derives the generating function of { Rn (τ,½,...,½)}.
Keywords:Normal distribution    orthant probability    orthoscheme probability    probability generating function.
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号