Integration of the general bivariate Gaussian distribution over an offset circle
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- by A. R. DiDonato and M. P. Jarnagin PDF
- Math. Comp. 15 (1961), 375-382 Request permission
References
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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, Publication of the Mathematics Research Center, U.S. Army, the University of Wisconsin, no. 1, University of Wisconsin Press, Madison, Wis., 1959, pp. 99–115. Edited by R. E. Langer. 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 10.6028/jres.056.005 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.
Additional Information
- © Copyright 1961 American Mathematical Society
- Journal: Math. Comp. 15 (1961), 375-382
- MSC: Primary 65.25
- DOI: https://doi.org/10.1090/S0025-5718-1961-0129116-8
- MathSciNet review: 0129116