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)}. |