An algorithm to compute the cdf of the product of two normal random variables (Q4844141): Difference between revisions

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Property / cites work: The Probability Function of the Product of Two Normally Distributed Variables / rank
 
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Property / cites work: Mathematical forms of the distribution of the product of two normal variables / rank
 
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Property / cites work: Numerical evaluation of the distribution of the product of two normal variables / rank
 
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Property / cites work: On the Frequency Function of $xy$ / rank
 
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Latest revision as of 16:22, 23 May 2024

scientific article; zbMATH DE number 787927
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English
An algorithm to compute the cdf of the product of two normal random variables
scientific article; zbMATH DE number 787927

    Statements

    An algorithm to compute the cdf of the product of two normal random variables (English)
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    20 August 1995
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    numerical integration
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    fortran
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    bivariate normal distribution
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    cumulative distribution function
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