Evaluating the Multivariate Normal Integral Over a Rectangular Region When the Correlation Matrix Has Only One Common Factor
- Author(s):
-
Lord, Frederic M.
- Publication Year:
- 1957
- Report Number:
-
RB-57-12
- Source:
-
ETS Research Bulletin
- Document Type:
- Report
- Page Count:
- 4
- Subject/Key Words:
-
Correlation,
Factor Analysis,
Mathematical Formulas,
Matrices
Abstract
An integral is reduced to a convenient form for evaluation by quadrature, in a special case where the correlation matrix has only one common factor.
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