IDEAS home Printed from https://ideas.repec.org/a/wly/navlog/v21y1974i1p207-211.html
   My bibliography  Save this article

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

Author

Listed:
  • Dennis C. Gilliland
  • Eldon R. Hansen

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.

Suggested Citation

  • Dennis C. Gilliland & Eldon R. Hansen, 1974. "A note on some series representations of the integral of a bivariate normal distribution over an offset circle," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 21(1), pages 207-211, March.
    • Handle: RePEc:wly:navlog:v:21:y:1974:i:1:p:207-211
    DOI: 10.1002/nav.3800210116
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/nav.3800210116
    Download Restriction: no
    File URL: https://libkey.io/10.1002/nav.3800210116?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:navlog:v:21:y:1974:i:1:p:207-211. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1931-9193 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.