Computation of the Bivariate Normal Integral

DOI10.2307/2006276zbMath0378.33002OpenAlexW4239461866MaRDI QIDQ4157419

Zvi Drezner

Publication date: 1978

Full work available at URL: https://doi.org/10.2307/2006276

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Computation of special functions and constants, construction of tables (65D20) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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Cites Work

• On Computation of the Bivariate Normal Distribution
• [https://portal.mardi4nfdi.de/wiki/Publication:5578526 Gaussian Quadratures for the Integrals � ∞ 0 exp(-x 2 )f(x)dx and � b 0 exp(-x 2 )f(x)dx]
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