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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 (author)
Structural Safety ; 14 ; 173-183
1994-01-01
11 pages
Article (Journal)
Electronic Resource
English
Derivative fitting procedure for computing bivariate normal distributions and some applications
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