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Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(online) ISSN 0025-5718(print)

 

Integration of the general bivariate Gaussian distribution over an offset circle


Authors: A. R. DiDonato and M. P. Jarnagin
Journal: Math. Comp. 15 (1961), 375-382
MSC: Primary 65.25
MathSciNet review: 0129116
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  • [1] A. R. DiDonato & M. P. Jarnagin, Integration of the General Bivariate Gaussian Distribution over an Offset Ellipse, NWL Report 1710, U. S. Naval Weapons Laboratory, Dahlgren, Virginia, 11 August 1960, unclassified.
  • [2] H. H. Germond, Integration of the Gaussian Distribution over an Offset Ellipse, RAND Corporation Report No. P-94, 28 July 1949, unclassified.
  • [3] J. R. Lowe, Integration of the Binormal Distribution over an Offset Circle, ARDE Memorandum (B) 5/60, Armament Research and Development Establishment, Fort Halstead, Kent, England, February 1960, unclassified.
  • [4] OEG Study 626, Probability-of-Damage Problems of Frequent Occurrence, Operations Evaluation Group, Office of the Chief of Naval Operations, 11 December 1959, unclassified.
  • [5] Preston C. Hammer, Numerical evaluation of multiple integrals, On numerical approximation. Proceedings of a Symposium, Madison, April 21-23, 1958, Edited by R. E. Langer. Publication no. 1 of the Mathematics Research Center, U.S. Army, the University of Wisconsin, The University of Wisconsin Press, Madison, 1959, pp. 99–115. MR 0100355 (20 #6788)
  • [6] William H. Peirce, Numerical integration over the planar annulus, J. Soc. Indust. Appl. Math. 5 (1957), 66–73. MR 0090122 (19,771b)
  • [7] P. Davis and P. Rabinowitz, Abscissas and weights for Gaussian quadratures of high order, J. Res. Nat. Bur. Standards 56 (1956), 35–37. MR 0076463 (17,902g)
  • [8] Nat. Bur. Standards Appl. Math. Ser. No. 41, Tables of the Error Function and its Derivative, U. S. Government Printing Office, Washington, D. C, 1954.

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Additional Information

DOI: http://dx.doi.org/10.1090/S0025-5718-1961-0129116-8
PII: S 0025-5718(1961)0129116-8
Article copyright: © Copyright 1961 American Mathematical Society