On Computation of the Bivariate Normal Distribution

DOI10.2307/2004394zbMATH Open0293.65006OpenAlexW4242804778MaRDI QIDQ4045495FDOQ4045495

Authors: Donald E. Amos 

Publication date: 1969

Full work available at URL: https://doi.org/10.2307/2004394

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Title not available (Why is that?)
• Computational Aspects of Three-Term Recurrence Relations
• Tables for Computing Bivariate Normal Probabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bibliography on the Multivariate Normal Integrals and Related Topics
• Jacobi Polynomial Expansions of a Generalized Hypergeometric Function over a Semi-Infinite Ray
• On the Computation of a Bivariate t-Distribution

Cited In (4)

• Numerical evaluation of an equicorrelated multivariate non-central t distribution
• A bivariate noncentral T-disttrtoution with applications
• Recursive system identification method from binary input/output measurements
• Computation of the Bivariate Normal Integral

Uses Software

• Algorithm 236

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