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A Simple Approximation for the Bivariate Normal Integral
Published online by Cambridge University Press: 27 July 2009
Abstract
Approximations for the univariate normal integral are employed to develop a simple approximation in terms of elementary functions for the bivariate normal integral. The accuracy of the approximation is quite sufficient for many practical cases.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 9 , Issue 2 , April 1995 , pp. 317 - 321
- Copyright
- Copyright © Cambridge University Press 1995
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