Concepedia

A note on the equicorrelated multivariate normal distribution

G.P. Steck, D. B. Owen

Biometrika · 1962 · 35 citations · 9 references

DOI

Concepts

Abstract

G. P. STECK, D. B. OWEN; A note on the equicorrelated multivariate normal distribution, Biometrika, Volume 49, Issue 1-2, 1 January 1962, Pages 269–271, ht

References

9

Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's <i>t</i>-distribution

Charles W. Dunnett, Matthew J. Sobel · Biometrika · 1955 · 229 citations

, , +5

ON THE MOMENTS OF ORDER STATISTICS IN SAMPLES FROM NORMAL POPULATIONS

Harold Ruben · Biometrika · 1954 · 113 citations

, , +12

A note on the evaluation of the multivariate normal integral

F. N. David · Biometrika · 1953 · 92 citations

, , +5

A Table for Computing Trivariate Normal Probabilities

G.P. Steck · The Annals of Mathematical Statistics · 1958 · 78 citations · Full text

, , +7

Equally Correlated Variates and the Multinormal Integral

Alan Stuart · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1958 · 44 citations

, , +10