On the computation of a bivariate -distribution

Authors:
D. E. Amos and W. G. Bulgren

Journal:
Math. Comp. **23** (1969), 319-333

MSC:
Primary 65.25; Secondary 62.00

DOI:
https://doi.org/10.1090/S0025-5718-1969-0242348-0

MathSciNet review:
0242348

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Abstract | References | Similar Articles | Additional Information

Abstract: The cumulative bivariate -distribution associated with random variables , is considered where , are bivariate normal with correlation coefficient and is an independent random variable with degrees of freedom. Representations in terms of series and simple, one-dimensional quadratures are presented together with efficient computational procedures for the special functions used in numerical evaluation.

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DOI:
https://doi.org/10.1090/S0025-5718-1969-0242348-0

Article copyright:
© Copyright 1969
American Mathematical Society