Calculation of univariate and bivariate normal probability functions
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Publication:600186
DOI10.1214/AOS/1176344739zbMATH Open0415.62016OpenAlexW2060529941MaRDI QIDQ600186FDOQ600186
Authors: D. R. Divgi 
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344739
Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Approximation by polynomials (41A10)
Cited In (15)
- Bounds on the Bivariate Normal Distribution Function
- An evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integral
- A novel series expansion for the multivariate normal probability integrals based on Fourier series
- A uniform approximation to the right normal tail integral
- Calculation of the tetrachoric correlation coefficient
- A limit formula and a series expansion for the bivariate normal tail probability
- Asymmetric confidence bands for simple linear regression over bounded intervals.
- Benchmark dose risk analysis with mixed-factor quantal data in environmental risk assessment
- Comparison of algorithms for bivariate normal probability over a rectangle based on self-validated results from interval analysis∗
- Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient
- The bivariate normal copula
- A sharp Pólya-based approximation to the normal cumulative distribution function
- Excess risk estimation under multistage model misspecification
- Multivariate normal integrals and contingency tables with ordered categories
- The evaluation of bivariate normal probabilities for failure of parallel systems
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