Computation of the bivariate normal integral

Drezner, Z.

doi:10.1090/S0025-5718-1978-0461849-9

Computation of the bivariate normal integral
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Math. Comp. 32 (1978), 277-279 Request permission

Abstract:

This paper presents a simple and efficient computation for the bivariate normal integral based on direct computation of the double integral by the Gauss quadrature method.

References

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