A Simple Approximation for Bivariate and Trivariate Normal Integrals

DOI10.2307/1403446MaRDI QIDQ3355123zbMATH OpenOpenAlexFDO

Authors Nanny Wermuth, D. R. Cox

Publication date 1991

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403446

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cited in

(12)

• Modeling maxima of longitudinal contralateral observations
• Setting test limits under prescribed consumer loss
• The evaluation of bivariate normal probabilities for failure of parallel systems
• A simple method for generalized sequential compound options pricing
• The bivariate normal copula
• A geometric Lévy model for n-fold compound option pricing in a fuzzy framework
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors
• A stochastic model of group wealth responses to insurance mechanisms in low-income communities
• A simple approximation for the bivariate normal integral
• A versatile stochastic dissemination model
• A limit formula and a series expansion for the bivariate normal tail probability

Describes a project that uses

Uses Software

• AS 195

This page was built for publication: A Simple Approximation for Bivariate and Trivariate Normal Integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3355123)