New algorithms for the function T(h,a) of Owen, with application to bivariate normal and noncentral t-probabilities

DOI10.1016/0167-9473(95)00018-6zbMath0875.62076OpenAlexW1967049577MaRDI QIDQ672072

Robert A. Wijsman

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00018-6

zbMATH Keywords

AlgorithmsContinued fractionsBivariate normalNoncentral tOwen's function T

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Cites Work

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• Tables for Computing Bivariate Normal Probabilities
• A Method for Computing the Integral of the Bivariate Normal Distribution Over an Arbitrary Polygon
• A special case of a bivariate non-central t-distribution
• The bivariate normal integral

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