A remark on quadrant normal probabilities in high dimensions

Yosef Rinott and Vladimir Rotar

Statistics & Probability Letters, 2001, vol. 51, issue 1, 47-51

Abstract: This paper provides an asymptotic evaluation of the quadrant probability P(Y1[less-than-or-equals, slant]b,...,Yt[less-than-or-equals, slant]b) as t-->[infinity], where the Yi's are exchangeable normals with a correlation [rho]. This probability is often represented as , where [Phi] is the standard normal distribution, and a=(1-[rho])/[rho].

Keywords: Normal; probabilities; Correlations; Laplace; method; Maximum; of; dependent; normal; variables (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00141-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:51:y:2001:i:1:p:47-51

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().