Download - Qudrivariate and pentavariate normal orthant probabilities 1.0

Qudrivariate and pentavariate normal orthant probabilities 1.0

Two functions are included. The first is 'quadriorth.m' which calculates the orthants probabilities of the quadrivariate normal distribution. Imagine a 4-dimensional space divided into sub-spaces according to the sign of each variable, which results in 2^4 = 16 orthants, say + + + +, + + + d-deOCt, + + d-deOCt +, + d-deOCt + +, ..., and d-deOCt d-deOCt d-deOCt d-deOCt. This function gives the probability content in each of these 16 orthants....

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