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Journal of Statistical Computation and Simulation Volume 37, 1990 - Issue 1-2
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Original Articles

Comparison of algorithms for bivariate normal probability over a rectangle based on self-validated results from interval analysisFootnote∗

Morgan Wang Department of Statistics, Iowa State University, Ames, Iowa, USA
&
William J. Kennedy Department of Statistics, Iowa State University, Ames, Iowa, USA
Pages 13-25 | Received 20 May 1989, Published online: 20 Mar 2007

Citations (9)

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Read on this site (3)

Christian Meyer. (2013) The Bivariate Normal Copula. Communications in Statistics - Theory and Methods 42:13, pages 2402-2422.
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PaulN. Somerville. (1998) Numerical Computation of Multivariate Normal and Multivariate-t Probabilities over Convex Regions. Journal of Computational and Graphical Statistics 7:4, pages 529-544.
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MorganC. Wang & WilliamJ. Kennedy. (1994) Self-Validating Computations of Probabilities for Selected Central and Noncentral Univariate Probability Functions. Journal of the American Statistical Association 89:427, pages 878-887.
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Articles from other publishers (6)

Ali Baharev, Hermann Schichl & Endre Rév. (2016) Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy. Computational Statistics 32:2, pages 763-779.
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Chin Diew Lai & N. BalakrishnanN. Balakrishna & Chin Diew Lai. 2009. Continuous Bivariate Distributions. Continuous Bivariate Distributions 477 561 .
Saralees Nadarajah & Samuel Kotz. (2008) Probability Integrals of the Multivariate t Distribution. International Statistical Review 76:1, pages 58-88.
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Luis Moreno & Eladio Dapena. (2003) Path quality measures for sensor-based motion planning. Robotics and Autonomous Systems 44:2, pages 131-150.
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Morgan C. Wang & William J. Kennedy. (1995) A self-validating numerical method for computation of central and non-central F probabilities and percentiles. Statistics and Computing 5:2, pages 155-163.
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Don M. Chance & Senay Agca. (1999) A Comparison of Alternative Bivariate Normal Probability Estimation Procedures for Compound and Min-Max Options. SSRN Electronic Journal.
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