On one representation of the multidimensional normal distribution function
Исследуются некоторые свойства многомерной нормальной функции распределения. Найдено выражение для первых производных функции распределения по коэффициентам корреляции и показано, что размерность интегрирования в выражениях для производных на два меньше, чем у функции распределения. Последнее свойст...
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| Date: | 1971 |
|---|---|
| Main Authors: | Poznyakov, V. V., Позняков, В. В. |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
1971
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/8593 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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