On Computation of the Bivariate Normal Distribution

DOI10.2307/2004394zbMath0293.65006OpenAlexW4242804778MaRDI QIDQ4045495

Donald E. Amos

Publication date: 1969

Full work available at URL: https://doi.org/10.2307/2004394

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Monte Carlo methods (65C05) Characterization and structure theory of statistical distributions (62E10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Computation of the Bivariate Normal Integral ⋮ Numerical evaluation of an equicorrelated multivariate non-central t distribution ⋮ A bivariate noncentral T-disttrtoution with applications

Uses Software

• Algorithm 236

Cites Work

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• Tables for Computing Bivariate Normal Probabilities
• Jacobi Polynomial Expansions of a Generalized Hypergeometric Function over a Semi-Infinite Ray
• Computational Aspects of Three-Term Recurrence Relations
• On the Computation of a Bivariate t-Distribution
• Bibliography on the Multivariate Normal Integrals and Related Topics

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