An error-bounded polynomial approximation for bivariate normal probabilities

DOI10.1080/03610918908812831MaRDI QIDQ3471587zbMATH OpenOpenAlexFDO

Authors Herbert Moskowitz, Hsien-Tang Tsai

Publication date 1989

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918908812831

zbMATH Keywords

approximation for bivariate normal probabilitiesaverage outgoing product qualityindividual unit misclassification error (IME)maximum IME (EMAX)mean absolute error (MAE)screening models in statistical quality control

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• A One-Sided Double Screening Procedure Using Individual Unit Misclassification Error
• A table of normal integrals
• Asymptotic results in search theory
• Tables for Computing Bivariate Normal Probabilities

Cited in

(7)

• A simple approximation to the bivariate normal distribution with large correlation coefficient
• Karhunen-Loève's truncation error for bivariate functions
• The evaluation of bivariate normal probabilities for failure of parallel systems
• Bounds on the Bivariate Normal Distribution Function
• Tables for Computing Bivariate Normal Probabilities
• An approximation method for bivariate and multvariate normal equiprobability contours
• An approximation to percentiles of a variable of the bivariate normal distribution when the other variable is truncated, with applications

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