An Integral of the Bivariate Normal and an Application

Citation
M. Lowerre, James, An Integral of the Bivariate Normal and an Application, American statistician , 37(3), 1983, pp. 235-236
Journal title
ISSN journal
00031305
Volume
37
Issue
3
Year of publication
1983
Pages
235 - 236
Database
ACNP
SICI code
Abstract
A formula to evaluate the integral of the bivariate normal density over finite area regions of the plane is developed.It is then used to compare regression estimates when bivariate normality is appropriate.