An Integral of the Bivariate Normal and an Application
- 1 August 1983
- journal article
- Published by Taylor & Francis in The American Statistician
- Vol. 37 (3) , 235-236
- https://doi.org/10.1080/00031305.1983.10483112
Abstract
A formula to evaluate the integral of the bivariate normal density over finite area regions of the plane is developed. It is then used to compare regression estimates when bivariate normality is appropriate.Keywords
This publication has 1 reference indexed in Scilit:
- A Necessary and Sufficient Condition That Ordinary Least-Squares Estimators Be Best Linear UnbiasedJournal of the American Statistical Association, 1967