Integration of a Bivariate Normal Over an Offset Circle.

Abstract

There are many instances in operations research and statistics in which one must integrate a bivariate normal density over an offset circle. In this paper, a formula is derived for the calculation of the coverage integral in the most general case. A sample problem is presented and in the appendix a Fortran code is listed for implementing the formula on a computer.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1979
Accession Number
ADA096471

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  • David B. Quanbeck
  • Marc Mangel

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  • Center for Naval Analyses

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  • Mathematics

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