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A platform for research: civil engineering, architecture and urbanism
AN APPROXIMATION TO BIVARIATE AND TRIVARIATE NORMAL INTEGRALS
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.
AN APPROXIMATION TO BIVARIATE AND TRIVARIATE NORMAL INTEGRALS
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.
AN APPROXIMATION TO BIVARIATE AND TRIVARIATE NORMAL INTEGRALS
Hong, H. P. (author)
Civil Engineering and Environmental Systems ; 16 ; 115-127
1999-04-01
13 pages
Article (Journal)
Electronic Resource
English
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