Bounds on the Bivariate Normal Distribution Function

DOI10.1081/STA-200031505MaRDI QIDQ3155408zbMATH OpenFDO

Authors R. Willink

Publication date 14 January 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-200031505

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION
• scientific article; zbMATH DE number 5633862
• Publication:4723257
• A simple approximation to the bivariate normal distribution with large correlation coefficient
• Comparison inequalities for one sided normal probabilities

Cites work

• A note on the equicorrelated multivariate normal distribution
• A note on the inequalities for tail probability of the multivariate normal distribution
• A simple approximation for the bivariate normal integral
• A simple approximation to the bivariate normal distribution with large correlation coefficient
• An error-bounded polynomial approximation for bivariate normal probabilities
• Calculation of univariate and bivariate normal probability functions
• Dimensional Chains Involving Rectangular and Normal Error-Distributions
• scientific article; zbMATH DE number 3167453 (Why is no real title available?)
• scientific article; zbMATH DE number 50707 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• Inequalities for tail probabilities for the multivariate normal distribution
• Tables for Computing Bivariate Normal Probabilities
• The multivariate normal distribution
• THE PROBABILITY INTEGRAL FOR TWO VARIABLES

Cited in

(18)

• ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
• Comparison inequalities for one sided normal probabilities
• Bounds for distribution functions of sums of squares and radial errors
• A simple approximation to the bivariate normal distribution with large correlation coefficient
• Best-possible bounds on sets of bivariate distribution functions
• The evaluation of bivariate normal probabilities for failure of parallel systems
• Energy landscape for large average submatrix detection problems in Gaussian random matrices
• The bivariate normal copula
• Testing a single regression coefficient in high dimensional linear models
• scientific article; zbMATH DE number 3868492 (Why is no real title available?)
• scientific article; zbMATH DE number 4213114 (Why is no real title available?)
• scientific article; zbMATH DE number 5633862 (Why is no real title available?)
• scientific article; zbMATH DE number 1098750 (Why is no real title available?)
• INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION
• scientific article; zbMATH DE number 5589312 (Why is no real title available?)
• New tightness lower and upper bounds for the standard normal distribution function and related functions
• Nonparametric conditional mean testing via an extreme-type statistic in high dimension
• A limit formula and a series expansion for the bivariate normal tail probability

This page was built for publication: Bounds on the Bivariate Normal Distribution Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3155408)