Integration of the Trivariate Normal Distribution Over an Offset Sphere and an Inverse Problem
Abstract
A numerical procedure is given for evaluating P (the kill probability) the integral of the trivariate normal distribution over an offset sphere of radius R. A numerical algorithm is also described for computing R when P is given. The procedures generally give P or R to six decimal digits. Program listings in HP BASIC, for the HP 9845B computer, are included.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1988
- Accession Number
- ADA198129
Entities
People
- Armido R. Didonato
Organizations
- Naval Surface Warfare Center