The evaluation of bivariate normal probabilities for failure of parallel systems

DOI10.1007/S00362-021-01282-9MaRDI QIDQ2093140zbMATH OpenOpenAlexFDO

Authors Yuge Dong, Qingtong Xie, Shuguang Ding, Liangguo He, Hu Wang

Publication date 4 November 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-021-01282-9

zbMATH Keywords

conditional probabilityjoint failure domainlinear limit state equationreliability computationstandard bivariate normal distribution integralstandard normal coordinate systemsub-failure domainsub-sample space

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A new probabilistic approach to the path criticality in stochastic PERT
• A note on the inequalities for tail probability of the multivariate normal distribution
• A novel series expansion for the multivariate normal probability integrals based on Fourier series
• A Simple Approximation for Bivariate and Trivariate Normal Integrals
• A simple approximation for the bivariate normal integral
• A simple approximation to the bivariate normal distribution with large correlation coefficient
• Alternative sampling methods for estimating multivariate normal probabilities
• An error-bounded polynomial approximation for bivariate normal probabilities
• Bounds on the Bivariate Normal Distribution Function
• Calculation of univariate and bivariate normal probability functions
• Computation of the Bivariate Normal Integral
• Computer Evaluation of the Multivariate Normal Integral
• scientific article; zbMATH DE number 50707 (Why is no real title available?)
• INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION
• Inequalities for tail probabilities for the multivariate normal distribution
• Monte-Carlo evaluation of multivariate normal probabilities
• Numerical methods for scientists and engineers.
• Tables for Computing Bivariate Normal Probabilities
• The computation of bivariate normal and \(t\) probabilities, with application to comparisons of three normal means
• The computation of standard normal distribution integral in any required precision based on reliability method

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Uses Software

• AS 76

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