I would think this could be approached by segmenting the probability volume
using identities such as these:
P(Y1 Z1, Y2 Z2, Y3 Z3, Y4 Z4) + P(Y1 Z1, Y2 Z2, Y3 Z3, Y4 Z4) =
P(Y1 Z1, Y2 Z2, Y3 Z3, Y4 Inf)
and
P(Y1 Z1, Y2 Z2, Y3 Z3, Y4 Inf) + P(Y1 Z1, Y2 Z2, Y3 Z3, Y4 Inf)
Let Y be a normal multivariate function. For example, let Y have 4
dimensions. I want to calculate
P(Y1 Z1, Y2 Z2, Y3 Z3, Y4 Z4).
There are R functions to do the calculation if all the inequalities
are of the type (the cdf). But is there an R function where the
The cdf, and some
I wonder if an R package would have a function that calculates the following.
Let Y be a normal multivariate function. For example, let Y have 4
dimensions. I want to calculate
P(Y1 Z1, Y2 Z2, Y3 Z3, Y4 Z4).
There are R functions to do the calculation if all the inequalities
are of the type
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