A Simple Approximation for Bivariate and Trivariate Normal Integrals

DOI10.2307/1403446zbMath0729.62637OpenAlexW2325756088MaRDI QIDQ3355123

Nanny Wermuth, David R. Cox

Publication date: 1991

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403446

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Uses Software

• AS 195

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