Timeline for Computing probability that $Ax\geq0$ where $x$ is a vector of iid gaussians and $A$ is matrix of $1$s and $0$s
Current License: CC BY-SA 3.0
6 events
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| May 23, 2017 at 12:37 | history | edited | CommunityBot |
replaced http://stackoverflow.com/ with https://stackoverflow.com/
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| Mar 26, 2015 at 17:42 | vote | accept | nivwusquorum | ||
| Mar 26, 2015 at 17:32 | history | edited | victolunik | CC BY-SA 3.0 |
added 130 characters in body
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| Mar 26, 2015 at 17:29 | comment | added | victolunik | Ok, I thought you were searching for a closed form answer so my answer isn't really helpful :-). I edited my answer refering to Alan Genz's work. | |
| Mar 26, 2015 at 17:13 | comment | added | nivwusquorum | Sorry, I did not explain myself well. If you assume independence you get an upper bound on the result. I know for fact that you can efficiently evaluate 1D Gaussian CDF. Are there such techniques for ND gaussian? | |
| Mar 26, 2015 at 14:56 | history | answered | victolunik | CC BY-SA 3.0 |