MultivariateNormalCDF - CBU statistics Wiki

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This page collates information on computing probabilities connected with the Multivariate Normal CDF

Code for MVN CDFs

Take a look at http://www.itl.nist.gov/div898/software/dataplot/refman2/auxillar/mvncdf.htm and its links to Genz's work.

Permutation probabilities

Pruning permuation trees

Place probabilities