An error-bounded polynomial approximation for bivariate normal probabilities

DOI10.1080/03610918908812831zbMath0695.62234OpenAlexW2050589118MaRDI QIDQ3471587

Hsien-Tang Tsai, Herbert Moskowitz

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812831

zbMATH Keywords

mean absolute error (MAE)approximation for bivariate normal probabilitiesaverage outgoing product qualityindividual unit misclassification error (IME)maximum IME (EMAX)screening models in statistical quality control

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

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

Cites Work

• Tables for Computing Bivariate Normal Probabilities
• A One-Sided Double Screening Procedure Using Individual Unit Misclassification Error
• Asymptotic results in search theory
• A table of normal integrals

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