Abstract
A concentration approximation to bivariate and trivariate normal integrals is described. The approximation is compared to that of Olson and Weissfeld [1], Cox and Wermuth [2] and Mendell and Elston [3] for the bivariate and trivariate normal integrals. The method can be extended to higher order normal integrals. The accuracy of the approximation can be further improved without any analytical work.
| Original language | English |
|---|---|
| Pages (from-to) | 115-127 |
| Number of pages | 13 |
| Journal | Cladistics |
| Volume | 16 |
| Issue number | 2 |
| State | Published - 2000 |
| Externally published | Yes |
Keywords
- Bivariate normal
- Concentrations
- Taylor series
- Trivariate normal
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