An algorithm to compute the cdf of the product of two normal random variables (Q4844141)
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scientific article; zbMATH DE number 787927
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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