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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

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

The 2024 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

Computation of the trivariate normal integral
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by Zvi Drezner PDF
Math. Comp. 62 (1994), 289-294 Request permission

Abstract:

We propose a simple and efficient way to calculate trivariate normal probabilities. The algorithm is based on a formula for the partial derivative of the trivariate probability with respect to a correlation coefficient.
References
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Additional Information
  • © Copyright 1994 American Mathematical Society
  • Journal: Math. Comp. 62 (1994), 289-294
  • MSC: Primary 65D30; Secondary 65U05
  • DOI: https://doi.org/10.1090/S0025-5718-1994-1185242-8
  • MathSciNet review: 1185242