In this article, we derive a series expansion of the multivariate normal probability integrals based on Fourier series. The basic idea is to transform the limits of each integral from hi to ∞ to be ...

This is a preview. Log in through your library . Abstract Mill's ratio can be expressed, for positive values of the argument x, as the Laplace transform, with argument x, of the function e^{-1/2t^2.