An APL Function for Bivariate Normal Probabilities
Authors
Jayachandran, Toke
Advisors
Second Readers
Subjects
Linear Programming
Computational Complexity
Linear programming
Computational complexity
Computational Complexity
Linear programming
Computational complexity
Date of Issue
1987-08
Date
1987-08
Publisher
Monterey, California. Naval Postgraduate School
Language
Abstract
An APL function to compute cumulative probabilities for a standard bivariate normal distribution is presented. The function can be run on an IBM-PC/AT compatible microcomputer such as the Zenith X-248, as well as on the IBM 3033 mainframe computer. Keywords: Cumulative distribution; Functions; Probability density functions; Algorithms; Variables.
Type
Technical Report
Description
Series/Report No
Department
Organization
Identifiers
NPS Report Number
NPS-53-87-004
Sponsors
Naval Postgraduate School
Funding
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.