A Polynomial Approximation for Bivariate Normal Probabilities PDF Download
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Author: Herbert Moskowitz
Publisher:
ISBN:
Category : Approximation theory
Languages : en
Pages : 48
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Book Description
Author: Herbert Moskowitz
Publisher:
ISBN:
Category : Approximation theory
Languages : en
Pages : 48
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Book Description
Author: 蔡憲唐
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Herbert Moskowitz
Publisher:
ISBN:
Category :
Languages : en
Pages : 23
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Book Description
Author: Donald Bruce Owen
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 144
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Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
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Book Description
The bivariate normal distribution function may be expressed as the product of a marginal normal distribution times a conditional distribution. By approximating this conditional distribution, we obtain a simple method for approximating bivariate normal probabilities. When the correlation falls in the interval ( -5, .5), the maximum absolute error in our approximation is always less than .0008. The conditional distribution that we approximate is referred to as a 'normal conditioned on a truncated normal' distribution and is related to screening and selection problems.
Author: George Powell Steck
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 18
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Author: Jagdish K. Patel
Publisher: CRC Press
ISBN: 9780824793425
Category : Mathematics
Languages : en
Pages : 452
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Book Description
"Traces the historical development of the normal law. Second Edition offers a comprehensive treatment of the bivariate normal distribution--presenting entirely new material on normal integrals, asymptotic normality, the asymptotic properties of order statistics, and point estimation and statistical intervals."
Author: N. Balakrishnan
Publisher: Springer Science & Business Media
ISBN: 0387096140
Category : Mathematics
Languages : en
Pages : 714
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Book Description
Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.
Author: Donald Bruce Owen
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 22
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Book Description
Author: Vladimir V. Senatov
Publisher: Walter de Gruyter
ISBN: 3110933667
Category : Mathematics
Languages : en
Pages : 377
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Book Description
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
