PROPERTIES OF THE BIVARIATE NORMAL CUMULATIVE DISTRIBUTION,
Abstract
The key position of the normal distribution, both in probability and statistics, has led to extensive theory and applications of this density function. This paper investigates special properties of equi-distributional contours, defined as a functional relationship between lower limits on the range of integration for the upper bivariate normal cumulative distribution with fixed value. Although theory developed in the following sections pertains to the bivariate case, these results may be generalized to a larger number of variables. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1970
- Accession Number
- AD0708912
Entities
People
- Dennis P. Tihansky
Organizations
- RAND Corporation