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A Simple Approximation for the Bivariate Normal Integral

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Publication:2805332
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DOI10.1017/S0269964800003880zbMath1336.62119OpenAlexW2108950425MaRDI QIDQ2805332

Jinn-Tyan Lin

Publication date: 11 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800003880



Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)


Related Items (3)

Bounds on the Bivariate Normal Distribution Function ⋮ A simple approximation for the bivariate normal integral ⋮ The evaluation of bivariate normal probabilities for failure of parallel systems



Cites Work

  • Graphs for Bivariate Normal Probabilities
  • Unnamed Item


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