Numerical Evaluation of Singular
Multivariate Normal Distributions

Alan Genz 1
Department of Mathematics
Washington State University
Pullman, WA 99164-3113
alangenz@wsu.edu - Koon-Shing Kwong
Department of Statistics and Applied Probability
National University of Singapore
10 Kent Ridge Crescent
Singapore 119260
ecskks@nus.edu.sg



 

Alan C Genz
2001-02-09