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Original Articles

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

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Pages 13-25 | Received 20 May 1989, Published online: 20 Mar 2007

References

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  • Young , J.C. and Minder , C.E. 1974 . Algorithm AS76: An integral useful in calculating non-central t and bi-variate normal probabilities . Applied Statistics , 23 : 455 – 457 .

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