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

DOI:
https://doi.org/10.1090/S0025-5718-1961-0129116-8

MathSciNet review:
0129116

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References | Similar Articles | Additional Information

**[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****[6]**William H. Peirce,*Numerical integration over the planar annulus*, J. Soc. Indust. Appl. Math.**5**(1957), 66–73. MR**0090122****[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**, https://doi.org/10.6028/jres.056.005**[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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DOI:
https://doi.org/10.1090/S0025-5718-1961-0129116-8

Article copyright:
© Copyright 1961
American Mathematical Society