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

DOI10.1016/0167-9473(95)00018-6MaRDI QIDQ672072zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

AlgorithmsContinued fractionsBivariate normalNoncentral tOwen's function T

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3053340 (Why is no real title available?)
• 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
• Tables for Computing Bivariate Normal Probabilities
• The bivariate normal integral

Cited in

(2)

• Some properties of the Owen \(T\)-function
• scientific article; zbMATH DE number 4111686 (Why is no real title available?)

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