Abstract
We propose a simple and efficient way to calculate bivariate normal probabilities. The algorithm is based on a formula for the partial derivative of the bivariate probability with respect to the correlation coefficient.
![Publication Cover]({"type":"image" , "src":"/na101/home/literatum/publisher/tandf/journals/content/gscs20/1990/gscs20.v035.i01-02/gscs20.v035.i01-02/production/gscs20.v035.i01-02.cover.jpg"})
422
Views
101
CrossRef citations to date
Altmetric
Original Articles
On the computation of the bivariate normal integral
Pages 101-107
Published online: 16 Dec 2010
![Sample our Computer Science journals, sign in here to start your access, latest two full volumes FREE to you for 14 days]({"type":"image" , "src" : "/sda/5928/JournalAd-Sample-Our-Journals-Computer-Science-PB.gif"})
![Reach more readers]({"type":"image" , "src" : "/sda/110302/JournalAd-AR-open-access-reach-kt.gif"})
![Format-free submission]({"type":"image" , "src" : "/sda/110123/JournalAd-Resources-FormatFree-Submission-PB.jpg"})