Computation of the Bivariate Normal Integral
Open Access
- 1 January 1978
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 32 (141) , 277-279
- https://doi.org/10.2307/2006276
Abstract
This paper presents a simple and efficient computation for the bivariate normal integral based on direct computation of the double integral by the Gauss quadrature method.Keywords
This publication has 4 references indexed in Scilit:
- Mathematical Functions and their ApproximationsMathematics of Computation, 1977
- On Computation of the Bivariate Normal DistributionMathematics of Computation, 1969
- Computation of the Bi-Variate Normal IntegralJournal of the Royal Statistical Society Series C: Applied Statistics, 1969
- Gaussian Quadrature FormulasMathematics of Computation, 1967