On computation of the bivariate normal distribution
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- by D. E. Amos PDF
- Math. Comp. 23 (1969), 655-659 Request permission
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.References
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Additional Information
- © Copyright 1969 American Mathematical Society
- Journal: Math. Comp. 23 (1969), 655-659
- MSC: Primary 65.25; Secondary 62.00
- DOI: https://doi.org/10.1090/S0025-5718-1969-0247733-9
- MathSciNet review: 0247733