On Computation of the Bivariate Normal Distribution

DOI10.2307/2004394MaRDI QIDQ4045495zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3307001 (Why is no real title available?)
• scientific article; zbMATH DE number 3185228 (Why is no real title available?)
• Bibliography on the Multivariate Normal Integrals and Related Topics
• Computational Aspects of Three-Term Recurrence Relations
• Jacobi Polynomial Expansions of a Generalized Hypergeometric Function over a Semi-Infinite Ray
• On the Computation of a Bivariate t-Distribution
• Tables for Computing Bivariate Normal Probabilities

Cited in

(4)

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

Describes a project that uses

Uses Software

• Algorithm 236

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