This work involves numerical integration as well as mathematical integration techniques in computing the bivariate and trivariate normal probabilities. The probabilities have been computed and tabulated for desired ranges of the non-negative values of the random variables, and for some specific values of correlation coefficients, taking the size of the tables into consideration. Formulas, however, also been given to derive the probabilities for negative values of the random variables.Computer programs have also been developed and included to compute the probabilities so as to produce the above mentioned probability tables. These computer programs were run on DECSYSTEM-10.
| Identifer | oai:union.ndltd.org:BSU/oai:cardinalscholar.bsu.edu:handle/181350 |
| Date | January 1976 |
| Creators | Gupta, Rajendra K. |
| Contributors | Ali, Mir M. |
| Source Sets | Ball State University |
| Detected Language | English |
| Format | [iii], 68 leaves ; 28 cm. |
| Source | Virtual Press |
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