An evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integral
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Publication:2862527
DOI10.1090/S0025-5718-2013-02720-2zbMath1282.33006OpenAlexW2073041660MaRDI QIDQ2862527
Publication date: 15 November 2013
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-2013-02720-2
error functiongamma functionhypergeometric functionsnormal distributionHermite polynomialstetrachoric seriesbivariate normal integral
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)
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