A simple approximation to the bivariate normal distribution with large correlation coefficient (Q1323848)

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A simple approximation to the bivariate normal distribution with large correlation coefficient
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    A simple approximation to the bivariate normal distribution with large correlation coefficient (English)
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    26 September 1994
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    large correlation coefficient
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    bivariate normal distribution
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    numerical examples
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    exact upper and lower bounds
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    asymptotic results on the error terms
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