๐”– Bobbio Scriptorium
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A Simple Approximation for Bivariate and Trivariate Normal Integrals

โœ Scribed by D. R. Cox and Nanny Wermuth


Book ID
121492006
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
649 KB
Volume
59
Category
Article
ISSN
0306-7734

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The bivariate normal distribution function is approximated with emphasis on situations where the correlation coefficient is large. The high accuracy of the approximation is illustrated by numerical examples. Moreover, exact upper and lower bounds are presented as well as asymptotic results on the er