A comparison of bivariate normal algorithms-Reference-Cited by-同舟云学术

A comparison of bivariate normal algorithms

Published:1991-05 Issue:1-2 Volume:39 Page:115-127
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Terza Joseph V.,Welland Ulrich

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/00949659108811343

Reference19 articles.

1. A Modification of Owen's Method for Computing the Bi-Variate Normal Integral

2. Bouver, H. and Bargmann, R.E. Comparison of computational algorithms for the evaluation of the univariate and bivariate normal distribution. Proceedings of the Computer Science and Statistics: 12th Annual Symposium on the Interface. pp.344–348.

3. Computation of Bi- and Tri-Variate Normal Integrals

4. Calculation of Univariate and Bivariate Normal Probability Functions

5. Algorithm 462: bivariate normal distribution

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