Computation of the Bivariate Normal Integral
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Publication:4157419
DOI10.2307/2006276zbMath0378.33002OpenAlexW4239461866MaRDI QIDQ4157419
Publication date: 1978
Full work available at URL: https://doi.org/10.2307/2006276
Software, source code, etc. for problems pertaining to statistics (62-04) Computation of special functions and constants, construction of tables (65D20) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)
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Cites Work
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- On Computation of the Bivariate Normal Distribution
- [https://portal.mardi4nfdi.de/wiki/Publication:5578526 Gaussian Quadratures for the Integrals � ∞ 0 exp(-x 2 )f(x)dx and � b 0 exp(-x 2 )f(x)dx]