Tables for Computing Bivariate Normal Probabilities

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Modeling and prediction of multiple correlated functional outcomes
An alternative skew exponential power distribution formulation
The computation of bivariate normal and \(t\) probabilities, with application to comparisons of three normal means
Extreme order statistics of random walks
Computation of the quadrivariate and pentavariate normal cumulative distribution functions
A class of ratio distributions of dependent folded normals and its applications
Bounds on the Bivariate Normal Distribution Function
Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
A simple European option pricing formula with a skew Brownian motion
On testing the skew normal hypothesis
A probabilistic search method for sequential tolerance control
A Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue Analysis
Recurrence plots of discrete-time Gaussian stochastic processes
On the usefulness of the logarithmic skew normal distribution for describing claims size data
The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
Rényi entropy and complexity measure for skew-Gaussian distributions and related families
Long range correlations generated by phase separation. exact results from field theory
An evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integral
On the Ratio of Two Folded Normal Distributions
A novel series expansion for the multivariate normal probability integrals based on Fourier series
Uncertainty quantification of microstructure variability and mechanical behavior of additively manufactured lattice structures
A bivariate meta-Gaussian density for use in hydrology
Link misspecification in generalized linear mixed models with a random intercept for binary responses
Dynamic modelling of mortality via mixtures of skewed distribution functions
Probability thermodynamics and probability quantum field
Estimation methods for expected shortfall
Correlations and structure of interfaces in the Ising model: theory and numerics
Sound scattering by a vortex: case of exponentially decaying velocity
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior
Bimodality based on the generalized skew-normal distribution
Econometric modelling with nonnormal disturbances
Practical sequential big data strategies for interval and point estimation problems involving complicated UMVUEs of parametric functions from an exponential family
Statistical aspects of the scalar extended skew-normal distribution
The exact density of the sum of independent skew normal random variables
Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
Some results on the scalar skew-normal distribution
The quotient of two correlated normal variables with applications
A limit formula and a series expansion for the bivariate normal tail probability
A limit formula and recursive algorithm for multivariate normal tail probability
The effect of serial correlation on the in-control average run length of cumulative score charts
Four-point interfacial correlation functions in two dimensions. Exact results from field theory and numerical simulations
Random process theory approach to geometric heterogeneous surfaces: effective fluid-solid interaction
On power of the control chart for zero truncated binomial distribution under misclassification error
Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
Kendall's tau and Spearman's rho for normal location-scale and skew-normal scale mixture copulas
An error-bounded polynomial approximation for bivariate normal probabilities
Algorithms for some integrals of Bessel functions and multivariate Gaussian integrals
Evaluation of the normal distribution function
A table of normal integrals
A simple approximation for the bivariate normal integral
On Computation of the Bivariate Normal Distribution
Comparison of algorithms for bivariate normal probability over a rectangle based on self-validated results from interval analysis^∗
Tables for distributions of quadratic forms
Making the best of best-of
A flexible generalization of the skew normal distribution based on a weighted normal distribution
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Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient
Inconsistent treatment estimates from mis-specified logistic regression analyses of randomized trials
The normal conditioned on t-distribution when the correlation is one
Use of copula to model within-study association in bivariate meta-analysis of binomial data at the aggregate level: a Bayesian approach and application to surrogate endpoint evaluation
Dependence Information in Parameterized Copulas
On the accuracy and cost of numerical integration in several variables^∗
Tests in skew–normal regression models
Methanol futures hedging with skewed normal distribution by copula method
Some properties of the Owen T-function
Small area estimation using skew normal models
Maximum-likelihood estimation of a multivariate Gaussian rating model with excluded data
On a class of two-piece skew-normal distributions
The bivariate normal copula
A special function of communication theory
On power of control chart for the ratio of two Poisson distributions under misclassification error
Confidence Bounds for Positive Ratios of Normal Random Variables
Development of visual aid materials in teaching the bivariate normal distributions
Computing first-passage times with the functional renormalisation group
Multivariate Birnbaum-Saunders distribution: properties and associated inference
Multipoint correlation functions at phase separation. Exact results from field theory
On a generalized mixture of standard normal and skew normal distributions
Drifting towards better error probabilities in fully homomorphic encryption schemes
Direct computation of the performance of sequential procedures based on a sequence of_t-statistics, with application to a confidence interval for μ/σ in a normal population
Expected values of order statistics in finite samples from normal mixture distributions
The probability integrals of bivariate normal distributions: A contingency table approach
A rational-expansion-based method to compute Gabor coefficients of 2D indicator functions supported on polygonal domain
A note on the problem of optimum truncation of a bivariate population in stratified random sampling
Multivariate normal integrals and contingency tables with ordered categories
Tables for the Calculation of B- and Z-Distribution Functions
Bivariate extreme statistics. I
Econometric models with normal polychotomous selectivity
Generalized asymmetric mixture normal distribution: properties and applications
A note on singular normal distributions
Rank procedures for some two-population multivariate extended classification problems
A comparison of different methods for the estimation of regression models with correlated binary responses.
The probability integral of the sample correlation coefficient
Posterior Average Effects
Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory
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The evaluation of bivariate normal probabilities for failure of parallel systems
Multiple hypergeometric functions in communication theory: Evaluations of error probabilities for four-parameter, \( \kappa{-}\mu\) and \(\eta{-}\mu\) signals distributions in general fading channels
Clipped AR(p) with unknown threshold
New algorithms for the function T(h,a) of Owen, with application to bivariate normal and noncentral t-probabilities
Truncated random variables with application to random surfaces

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