Tables for Computing Bivariate Normal Probabilities

From MaRDI portal
Publication:3234889

DOI10.1214/aoms/1177728074zbMath0073.13405OpenAlexW1968630765WikidataQ100759816 ScholiaQ100759816MaRDI QIDQ3234889

D. B. Owen

Publication date: 1956

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177728074




Related Items

Methanol futures hedging with skewed normal distribution by copula methodBounds on the Bivariate Normal Distribution FunctionThe computation of bivariate normal and \(t\) probabilities, with application to comparisons of three normal meansRényi entropy and complexity measure for skew-Gaussian distributions and related familiesOn a class of two-piece skew-normal distributionsLong range correlations generated by phase separation. exact results from field theoryA flexible generalization of the skew normal distribution based on a weighted normal distributionA novel series expansion for the multivariate normal probability integrals based on Fourier seriesMultivariate normal integrals and contingency tables with ordered categoriesAn error-bounded polynomial approximation for bivariate normal probabilitiesA bivariate meta-Gaussian density for use in hydrologyConvergence of sums of dependent Bernoulli random variables: an application from portfolio theoryClipped AR(p) with unknown thresholdThe positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noiseOn the accuracy and cost of numerical integration in several variablesSimulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational resultsDirect computation of the performance of sequential procedures based on a sequence oft-statistics, with application to a confidence interval for μ/σ in a normal populationComputation of the quadrivariate and pentavariate normal cumulative distribution functionsEconometric models with normal polychotomous selectivityThe effect of serial correlation on the in-control average run length of cumulative score chartsRandom process theory approach to geometric heterogeneous surfaces: effective fluid-solid interactionDependence Information in Parameterized CopulasRecurrence plots of discrete-time Gaussian stochastic processesThe quotient of two correlated normal variables with applicationsSmall area estimation using skew normal modelsTruncated random variables with application to random surfacesUnnamed ItemA class of ratio distributions of dependent folded normals and its applicationsProbability thermodynamics and probability quantum fieldA rational-expansion-based method to compute Gabor coefficients of 2D indicator functions supported on polygonal domainComputing first-passage times with the functional renormalisation groupExtreme order statistics of random walksA simple approximation for the bivariate normal integralEvaluation of the normal distribution functionAlgorithms for some integrals of Bessel functions and multivariate Gaussian integralsSome results on the scalar Skew-normal distributionOn a generalized mixture of standard normal and skew normal distributionsModeling and prediction of multiple correlated functional outcomesNew algorithms for the function T(h,a) of Owen, with application to bivariate normal and noncentral t-probabilitiesUncertainty quantification of microstructure variability and mechanical behavior of additively manufactured lattice structuresCorrelations and structure of interfaces in the Ising model: theory and numericsMaximum-likelihood estimation of a multivariate Gaussian rating model with excluded dataFour-point interfacial correlation functions in two dimensions. Exact results from field theory and numerical simulationsStatistical aspects of the scalar extended skew-normal distributionOn the usefulness of the logarithmic skew normal distribution for describing claims size dataGoodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the DataAccurate distribution and its asymptotic expansion for the tetrachoric correlation coefficientLink misspecification in generalized linear mixed models with a random intercept for binary responsesOn testing the skew normal hypothesisSome properties of the OwenT-functionEconometric modelling with nonnormal disturbancesThe exact density of the sum of independent skew normal random variablesComonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behaviorConfidence Bounds for Positive Ratios of Normal Random VariablesBimodality based on the generalized skew-normal distributionA probabilistic search method for sequential tolerance controlOn Computation of the Bivariate Normal DistributionA note on singular normal distributionsA note on the problem of optimum truncation of a bivariate population in stratified random samplingMultivariate Birnbaum–Saunders distribution: properties and associated inferenceThe normal conditioned on t-distribution when the correlation is oneA Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue AnalysisOn power of control chart for the ratio of two Poisson distributions under misclassification errorEstimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set EstimationMaking the best of best-ofOn the Ratio of Two Folded Normal DistributionsA table of normal integralsBivariate extreme statistics. ISound scattering by a vortex: case of exponentially decaying velocityA comparison of different methods for the estimation of regression models with correlated binary responses.Rank procedures for some two-population multivariate extended classification problemsMultipoint correlation functions at phase separation. Exact results from field theoryA special function of communication theoryThe evaluation of bivariate normal probabilities for failure of parallel systemsMultiple hypergeometric functions in communication theory: Evaluations of error probabilities for four-parameter, \( \kappa{-}\mu\) and \(\eta{-}\mu\) signals distributions in general fading channelsThe Bivariate Normal CopulaAn evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integralComparison of algorithms for bivariate normal probability over a rectangle based on self-validated results from interval analysisAn alternative skew exponential power distribution formulationEstimation methods for expected shortfall