A simple approximation to the bivariate normal distribution with large correlation coefficient (Q1323848)
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scientific article; zbMATH DE number 584030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple approximation to the bivariate normal distribution with large correlation coefficient |
scientific article; zbMATH DE number 584030 |
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A simple approximation to the bivariate normal distribution with large correlation coefficient (English)
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26 September 1994
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large correlation coefficient
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bivariate normal distribution
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numerical examples
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exact upper and lower bounds
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asymptotic results on the error terms
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