Accession Number : AD0708912

Title :   PROPERTIES OF THE BIVARIATE NORMAL CUMULATIVE DISTRIBUTION,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Tihansky,Dennis P.

Report Date : JUN 1970

Pagination or Media Count : 11

Abstract : The key position of the normal distribution, both in probability and statistics, has led to extensive theory and applications of this density function. This paper investigates special properties of equi-distributional contours, defined as a functional relationship between lower limits on the range of integration for the upper bivariate normal cumulative distribution with fixed value. Although theory developed in the following sections pertains to the bivariate case, these results may be generalized to a larger number of variables. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, MULTIVARIATE ANALYSIS), PROBABILITY DENSITY FUNCTIONS, CORRELATION TECHNIQUES, NUMERICAL INTEGRATION, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE