A simple approximation for the bivariate normal integral
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Publication:2805332
DOI10.1017/S0269964800003880zbMATH Open1336.62119OpenAlexW2108950425MaRDI QIDQ2805332FDOQ2805332
Authors: Jinn-Tyan Lin 
Publication date: 11 May 2016
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964800003880
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Cites Work
Cited In (13)
- Bounds on the Bivariate Normal Distribution Function
- Approximation of certain multivariate integrals
- An evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integral
- Tables for Computing Bivariate Normal Probabilities
- An approximation to percentiles of a variable of the bivariate normal distribution when the other variable is truncated, with applications
- An error-bounded polynomial approximation for bivariate normal probabilities
- Representing Spence's integral by elementary functions
- A simple approximation for the bivariate normal integral
- Title not available (Why is that?)
- A simple approximation to the bivariate normal distribution with large correlation coefficient
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- The probability integrals of bivariate normal distributions: A contingency table approach
- The evaluation of bivariate normal probabilities for failure of parallel systems
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