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A table of normal integrals

 

作者: D. B. Owen,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1980）
卷期: Volume 9, issue 4  

页码: 389-419

 

ISSN:0361-0918

 

年代: 1980

 

DOI:10.1080/03610918008812164

 

出版商: Taylor & Francis Group

 

关键词: T(h,a) and S(h,a,b) functionsbivariate normal probabilities;multivariate normal probabilities;integration formulas

 

数据来源: Taylor

 

摘要:

Integrals of functions of the univariate, bivariate, trivariate and multivariate normal densities are given. Both indefinite and definite integrals are included.

 

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