A limit formula and a series expansion for the bivariate normal tail probability

DOI10.1007/s11222-024-10466-wzbMath1545.62003MaRDI QIDQ6606946

Siu-Kui Au

Publication date: 17 September 2024

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

bivariate normal probabilityHashorva's formulaPlackett's identityRuben's formulaSalvage's condition

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Approximations to statistical distributions (nonasymptotic) (62E17)

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