A NEW EXPANSION FOR THE MULTIVARIATE NORMAL DISTRIBUTION1 |
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Authors: | P. A. P. Moran |
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Abstract: | A new expansion is given for the integral of the multivariate normal distribution over a region of the form (V1, m) ×.× (uk, ∞). The regions of convergence and divergence are partially identified and shown to be different from those of the tetrachoric expansion. |
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