A Modification of Owen's Method for Computing the Bi-Variate Normal Integral
- 1 January 1973
- journal article
- Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
- Vol. 22 (1) , 82
- https://doi.org/10.2307/2346306
Abstract
A modification of Owen's method is presented for the computer calculation of the bi-variate normal integral. The modification consists of an improved method...Keywords
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