A Table of the Integral of the Bivariate Normal Distribution Over an Offset Circle
- 1 January 1960
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 22 (1) , 177-187
- https://doi.org/10.1111/j.2517-6161.1960.tb00364.x
Abstract
Summary: A table is given for the integral of a bivariate normal distribution with zero correlation over a circle with arbitrary centre and radius. By linear transformation the integral of an arbitrary bivariate normal distribution over an ellipse can be derived.This publication has 1 reference indexed in Scilit:
- The Evaluation of Probabilities in a Normal Multivariate Distribution, with Special Reference to the Correlation RatioProceedings of the Edinburgh Mathematical Society, 1949