An algorithm to compute the cdf of the product of two normal random variables

DOI10.1080/03610919408813168zbMath0825.62019OpenAlexW2048220337MaRDI QIDQ4844141

Luis A. Escobar, William Q. Meeker

Publication date: 20 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610919408813168

zbMATH Keywords

numerical integrationbivariate normal distributioncumulative distribution functionfortran

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

An approximation to the distribution of the product of two dependent correlation coefficients ⋮ Testing indirect effect with a complete or incomplete dichotomous mediator

Uses Software

• QUADPACK

Cites Work

• Numerical evaluation of the distribution of the product of two normal variables
• Mathematical forms of the distribution of the product of two normal variables
• On the Frequency Function of $xy$
• The Probability Function of the Product of Two Normally Distributed Variables

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