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Derivative fitting procedure for computing bivariate normal distributions and some applications
Abstract A derivative fitting procedure is presented herein for fast computation of a two-dimensional normal distribution reaching an accuracy of up to 6 significant digits. When applied to trivariate normal probability integral and structure reliability analysis, the procedure can considerably raise the computing efficiency. Some examples are given for illustration.
Derivative fitting procedure for computing bivariate normal distributions and some applications
Abstract A derivative fitting procedure is presented herein for fast computation of a two-dimensional normal distribution reaching an accuracy of up to 6 significant digits. When applied to trivariate normal probability integral and structure reliability analysis, the procedure can considerably raise the computing efficiency. Some examples are given for illustration.
Derivative fitting procedure for computing bivariate normal distributions and some applications
Zhang, Yong Cang (Autor:in)
Structural Safety ; 14 ; 173-183
01.01.1994
11 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Derivative fitting procedure for computing bivariate normal distributions and some applications
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