A note on some series representations of the integral of a bivariate normal distribution over an offset circle

Dennis C. Gilliland and Eldon R. Hansen

Naval Research Logistics Quarterly, 1974, vol. 21, issue 1, 207-211

Abstract: Consider the problem of computing an offset circle probability under a normal distribution. One approach is to utilize an infinite series representation in which case it is important to have rapid convergence and a good upper bound on the error introduced by consideration of only a finite number of terms of the series. We relate three seemingly different series representations. In particular we show how two series representations for the bivariate case can be obtained by specializing more general results of Harold Ruben.

Date: 1974
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:21:y:1974:i:1:p:207-211

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