A simple approximation for the bivariate normal integral

DOI10.1080/03610918.2021.1884718OpenAlexW3131796016MaRDI QIDQ6171868

Wen-Jen Tsay, Unnamed Author

Publication date: 18 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610918.2021.1884718

zbMATH Keywords

error functionbivariate normal distributioncumulative distribution function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Formulation and estimation of stochastic frontier production function models
• A simple approximation to the bivariate normal distribution with large correlation coefficient
• A Simple Approximation for the Bivariate Normal Integral
• The Skew-Normal and Related Families
• Tables for Computing Bivariate Normal Probabilities
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• A Simple Approximation for Bivariate and Trivariate Normal Integrals

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