Pages that link to "Item:Q3234889"
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The following pages link to Tables for Computing Bivariate Normal Probabilities (Q3234889):
Displaying 50 items.
- A flexible generalization of the skew normal distribution based on a weighted normal distribution (Q333534) (← links)
- Econometric models with normal polychotomous selectivity (Q373805) (← links)
- Econometric modelling with nonnormal disturbances (Q584892) (← links)
- On a generalized mixture of standard normal and skew normal distributions (Q645424) (← links)
- New algorithms for the function T(h,a) of Owen, with application to bivariate normal and noncentral t-probabilities (Q672072) (← links)
- The exact density of the sum of independent skew normal random variables (Q730509) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Bivariate extreme statistics. I (Q773011) (← links)
- On testing the skew normal hypothesis (Q988949) (← links)
- Making the best of best-of (Q1025611) (← links)
- Evaluation of the normal distribution function (Q1153608) (← links)
- Algorithms for some integrals of Bessel functions and multivariate Gaussian integrals (Q1155328) (← links)
- Maximum-likelihood estimation of a multivariate Gaussian rating model with excluded data (Q1193377) (← links)
- Multivariate normal integrals and contingency tables with ordered categories (Q1362275) (← links)
- A bivariate meta-Gaussian density for use in hydrology (Q1370380) (← links)
- A comparison of different methods for the estimation of regression models with correlated binary responses. (Q1575402) (← links)
- Rényi entropy and complexity measure for skew-Gaussian distributions and related families (Q1618525) (← links)
- Long range correlations generated by phase separation. exact results from field theory (Q1636531) (← links)
- Modeling and prediction of multiple correlated functional outcomes (Q1722632) (← links)
- Statistical aspects of the scalar extended skew-normal distribution (Q1758753) (← links)
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results (Q1915466) (← links)
- The effect of serial correlation on the in-control average run length of cumulative score charts (Q1923402) (← links)
- Small area estimation using skew normal models (Q1927070) (← links)
- On the usefulness of the logarithmic skew normal distribution for describing claims size data (Q2004090) (← links)
- Multipoint correlation functions at phase separation. Exact results from field theory (Q2082953) (← links)
- The evaluation of bivariate normal probabilities for failure of parallel systems (Q2093140) (← links)
- Multiple hypergeometric functions in communication theory: Evaluations of error probabilities for four-parameter, \( \kappa{-}\mu\) and \(\eta{-}\mu\) signals distributions in general fading channels (Q2095894) (← links)
- Uncertainty quantification of microstructure variability and mechanical behavior of additively manufactured lattice structures (Q2237791) (← links)
- Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient (Q2267592) (← links)
- Link misspecification in generalized linear mixed models with a random intercept for binary responses (Q2273181) (← links)
- The computation of bivariate normal and \(t\) probabilities, with application to comparisons of three normal means (Q2361193) (← links)
- Random process theory approach to geometric heterogeneous surfaces: effective fluid-solid interaction (Q2410021) (← links)
- Recurrence plots of discrete-time Gaussian stochastic processes (Q2411745) (← links)
- A note on singular normal distributions (Q2523682) (← links)
- A note on the problem of optimum truncation of a bivariate population in stratified random sampling (Q2524329) (← links)
- Rank procedures for some two-population multivariate extended classification problems (Q2561814) (← links)
- Extreme order statistics of random walks (Q2686605) (← links)
- Some properties of the Owen<i>T</i>-function (Q2790241) (← links)
- The Bivariate Normal Copula (Q2859290) (← links)
- An evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integral (Q2862527) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (Q2930243) (← links)
- A class of ratio distributions of dependent folded normals and its applications (Q2953565) (← links)
- Comparison of algorithms for bivariate normal probability over a rectangle based on self-validated results from interval analysis<sup>∗</sup> (Q3135415) (← links)
- Bounds on the Bivariate Normal Distribution Function (Q3155408) (← links)
- A novel series expansion for the multivariate normal probability integrals based on Fourier series (Q3189426) (← links)
- On the accuracy and cost of numerical integration in several variables<sup>∗</sup> (Q3201733) (← links)
- Truncated random variables with application to random surfaces (Q3219630) (← links)
- On power of control chart for the ratio of two Poisson distributions under misclassification error (Q3388818) (← links)
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
