论文信息 - Calculation of Univariate and Bivariate Normal Probability Functions - 字舞流文

Calculation of Univariate and Bivariate Normal Probability Functions

[1] Algorithm AS 76: An Integral Useful in Calculating Non-Central t and Bivariate Normal Probabilities , 1974 .

[2] S. Gupta. Probability Integrals of Multivariate Normal and Multivariate $t^1$ , 1963 .

[3] D. J. Daley. Computation of Bi‐ and Tri‐Variate Normal Integrals , 1974 .

[4] H. Ruben,et al. Probability Content of Regions Under Spherical Normal Distributions, III: The Bivariate Normal Integral , 1961 .

[5] D. F. Kerridge,et al. Yet another series for the normal integral , 1976 .

[6] J. Shohat. Review: Gabor Szegö, Orthogonal Polynomials , 1940 .

[7] David M. Borth. A Modification of Owen's Method for Computing the Bi-variate Normal Integral , 1973 .