Article citationsMore>>

A. I. Potapov, A. G. Vinogradov, I. A. Goritskyi and E. E. Pertsov, “About Decision-Making of Presence of Objects at Group Measurements,” Questions of Radio-Electronics, Vol. 6, 1975, pp. 69-76.

has been cited by the following article:

• TITLE: Computation of the Multivariate Normal Integral over a Complex Subspace

  AUTHORS: Kartlos Joseph Kachiashvili, Muntazim Abbas Hashmi

  KEYWORDS: Multivariate Normal Integral; Random Variable; Probability; Moments; Series

  JOURNAL NAME: Applied Mathematics, Vol.3 No.5, May 16, 2012

  ABSTRACT: The computation of the multivariate normal integral over a Complex Subspace is a challenge, especially when the inte-gration region is of a complex nature. Such integrals are met with, for example, in the generalized Neyman-Pearson criterion, conditional Bayesian problems of testing many hypotheses and so on. The Monte-Carlo methods could be used for their computation, but at increasing dimensionality of the integral the computation time increases unjustifiedly. Therefore a method of computation of such integrals by series after reduction of dimensionality to one without information loss is offered below. The calculation results are given.