Sentence examples for multivariate normal integral from inspiring English sources

System reliability analysis often requires efficient and accurate evaluation of a multivariate normal integral.

Since there are five crop choices involved, it will therefore mean that evaluation of the five-dimensional multivariate normal integral will be a difficult exercise.

The system failure probability in structural reliability analysis involves the computation of multivariate normal integrals.

This paper presents a new method developed for evaluating multivariate normal integrals defined for general system events including series, parallel, cut-set and link-set systems.

The accuracy and efficiency of the proposed method, and its applicability to various types and sizes of multivariate normal integrals are demonstrated by numerical examples.

In the context of first-order reliability analysis, the computation of multivariate normal integrals is a key step in the analysis of the system probability of failure.

The civil and structural engineering literature has seen the development of several approximation methods for the computation of multivariate normal integrals.

Since the last integrand in (A.6) is a multivariate normal density which integrates to unity, then we get (A7).

The results reveal that the proposed method gives better results depending on whether or not the data set is multivariate normal even though multivariate analyses require checking the multivariate normality.

The multivariate p.d.f of load cycles is modelled with a mixture of multivariate normal functions.

The random vectors are selected from a multivariate normal distribution.