Algorithm 462: Bivariate Normal Distribution [S15]

Communications of the ACM

Volumn 16, Issue 10, 1973, Pages 638-

  Donnelly, Thomas G ^a  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

bivariate; frequency distribution; normal Gaussian

Indexed keywords

EID: 84976741422     PISSN: 00010782     EISSN: 15577317     Source Type: Journal    
DOI: 10.1145/362375.362414     Document Type: Article

References (3)

1. National Bureau of Standards, Tables of the Bivariate Normal Distribution and Related Functions, N.B.S., Applied Math. Series, No. 50, 1959.
2. Owen, D.B. Tables for computing bivariate normal probabilities. Ann. Math. Stat. 27 (1956), 1075-1090.
3. Hill, I.D., and Joyce, S.A. Algorithm 304. Normal curve Integral. Comm. ACM 10 (June 1967), 374.