Computation of the Bivariate Normal Distribution over Convex Polygons

Abstract

A procedure is given for computing the bivariate normal probability over an angular region or a convex polygon. The procedure is implemented into a Fortran IV computer program which is designed to yield 3,6, or 9 decimal digits of accuracy. Comparisons with two other published methods, for the same achievable accuracy, show our program to be much faster.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1978
Accession Number
ADA069406

Entities

People

  • A. R. Didonato
  • M. P. Jarnagin Jr.
  • R. K. Hageman

Organizations

  • Naval Surface Warfare Center Dahlgren Division

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies
  • Weapons Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Air Force
  • Air Force Facilities
  • Algorithms
  • Coefficients
  • Computations
  • Computer Programs
  • Computer Science
  • Computers
  • Mathematics
  • Navy
  • New Mexico
  • Normal Distribution
  • Operations Research
  • Probability
  • Statistics
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Computer Programming and Software Development.
  • Computer Vision.