| .compute_cdf_mc | R Documentation |
Computes the cumulative distribution function P(XY \le q) for the product
of normal random variables using Monte Carlo simulation. Works for any number
of variables.
.compute_cdf_mc(object, q, n.mc = 1e+05)
object |
ProductNormal object |
q |
Quantile value |
n.mc |
Monte Carlo sample size |
Probability P(XY \le q)
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