Remote Access Mathematics of Computation
Green Open Access

Mathematics of Computation

ISSN 1088-6842(online) ISSN 0025-5718(print)



Integration of the general bivariate Gaussian distribution over an offset circle

Authors: A. R. DiDonato and M. P. Jarnagin
Journal: Math. Comp. 15 (1961), 375-382
MSC: Primary 65.25
MathSciNet review: 0129116
Full-text PDF Free Access

References | Similar Articles | Additional Information

References [Enhancements On Off] (What's this?)

    A. R. DiDonato & M. P. Jarnagin, Integration of the General Bivariate Gaussian Distribution over an Offset Ellipse, NWL Report 1710, U. S. Naval Weapons Laboratory, Dahlgren, Virginia, 11 August 1960, unclassified. H. H. Germond, Integration of the Gaussian Distribution over an Offset Ellipse, RAND Corporation Report No. P-94, 28 July 1949, unclassified. J. R. Lowe, Integration of the Binormal Distribution over an Offset Circle, ARDE Memorandum (B) 5/60, Armament Research and Development Establishment, Fort Halstead, Kent, England, February 1960, unclassified. OEG Study 626, Probability-of-Damage Problems of Frequent Occurrence, Operations Evaluation Group, Office of the Chief of Naval Operations, 11 December 1959, unclassified.
  • Preston C. Hammer, Numerical evaluation of multiple integrals, On numerical approximation. Proceedings of a Symposium, Madison, April 21-23, 1958, Edited by R. E. Langer. Publication no. 1 of the Mathematics Research Center, U.S. Army, the University of Wisconsin, The University of Wisconsin Press, Madison, 1959, pp. 99–115. MR 0100355
  • William H. Peirce, Numerical integration over the planar annulus, J. Soc. Indust. Appl. Math. 5 (1957), 66–73. MR 90122
  • P. Davis and P. Rabinowitz, Abscissas and weights for Gaussian quadratures of high order, J. Res. Nat. Bur. Standards 56 (1956), 35–37. MR 0076463, DOI
  • Nat. Bur. Standards Appl. Math. Ser. No. 41, Tables of the Error Function and its Derivative, U. S. Government Printing Office, Washington, D. C, 1954.

Similar Articles

Retrieve articles in Mathematics of Computation with MSC: 65.25

Retrieve articles in all journals with MSC: 65.25

Additional Information

Article copyright: © Copyright 1961 American Mathematical Society