New algorithms for the function T(h,a) of Owen, with application to bivariate normal and noncentral t-probabilities

DOI10.1016/0167-9473(95)00018-6zbMATH Open0875.62076OpenAlexW1967049577MaRDI QIDQ672072FDOQ672072

Authors: Robert A. Wijsman 

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00018-6

Recommendations

• scientific article; zbMATH DE number 4111686
• A new algorithm for the normal distribution function
• Tables for Computing Bivariate Normal Probabilities
• scientific article; zbMATH DE number 4018112
• The computation of bivariate normal and \(t\) probabilities, with application to comparisons of three normal means

zbMATH Keywords

AlgorithmsContinued fractionsBivariate normalNoncentral tOwen's function T

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Tables for Computing Bivariate Normal Probabilities
• Title not available (Why is that?)
• A Method for Computing the Integral of the Bivariate Normal Distribution Over an Arbitrary Polygon
• A special case of a bivariate non-central t-distribution
• The bivariate normal integral

Cited In (2)

• Some properties of the Owen \(T\)-function
• Title not available (Why is that?)

This page was built for publication: New algorithms for the function T(h,a) of Owen, with application to bivariate normal and noncentral t-probabilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q672072)