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The Bivariate Normal Integral via Owen's T Function as a Modified Euler's Arctangent Series - MaRDI portal

The Bivariate Normal Integral via Owen's T Function as a Modified Euler's Arctangent Series

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Publication:5979207

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DOI10.48550/ARXIV.2312.00011arXiv2312.00011MaRDI QIDQ5979207

Janez Komelj

Publication date: 25 October 2023

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multidimensional problems (41A63) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

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