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

On computation of the bivariate normal distribution

Author: D. E. Amos
Journal: Math. Comp. 23 (1969), 655-659
MSC: Primary 65.25; Secondary 62.00
MathSciNet review: 0247733
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Abstract: A quadrature and two series representations are given as limiting cases of a bivariate $ t$-distribution. The quadrature is taken over the complementary error function and the series are sums of Bessel functions and incomplete beta functions, respectively. Comparisons with some known results are made in terms of accuracy and computer time.

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PII: S 0025-5718(1969)0247733-9
Article copyright: © Copyright 1969 American Mathematical Society