In this note it is shown that P(η - ξ > 0) can easily be calculated using tables of the bivariate normal distribution, where ξ, η are independent, ξ has a normal distribution, and η has a truncated ...
A statistic is proposed for testing an assigned value of correlation coefficient ρ in a bivariate normal population, and its asymptotic properties are discussed. Journal Information Biometrika is ...
Pricing compound and min–max options requires approximation of the bivariate normal probability. We compare the performance of five analytical approximation methods for bivariate normal probabilities ...
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