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Journal Article A note on the evaluation of the multivariate normal integral Get access F. N. DAVID F. N. DAVID University CollegeLondon Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 40, Issue 3-4, December 1953, Pages 458–459, https://doi.org/10.1093/biomet/40.3-4.458 Published: 01 December 1953
F. N. David (Thu,) studied this question.