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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
DOI: https://doi.org/10.1090/S0025-5718-1969-0247733-9
MathSciNet review: 0247733
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Abstract | References | Similar Articles | Additional Information

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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Additional Information

DOI: https://doi.org/10.1090/S0025-5718-1969-0247733-9
Article copyright: © Copyright 1969 American Mathematical Society

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