A Table for Computing Trivariate Normal Probabilities

For c~nvenience in the folllowing discussion let X, P,? r and. Z be random variables with a trfvariate normal. distribution such that p) denote the probability that X 1, b. % t h e n t2: 48 should be usid, and if' O e a 5 P o b 1 Yaen r92. 5) *. should be used. Values for negative h. a, or b may be obtained by using ' Note that (2, 4) and 62. 5) requbbe bdth a and b to be positive and hence when ;a or b is negative (2. 79 or 2. 8) should be applied before 2. 4) or 62. 5). Othsr, useful formulas are: normal po, aalaticans, " BQsmetrika, Voll, 48 (lL954), pao 200-22%. F.