Known methods are described for evaluating the multivariate normal distribution function in general and in a number of special cases. Methods are presented for evaluation of the one-dimensional normal distribution function and its inverse. © 1981 Plenum Publishing Corporation.
CITATION STYLE
Martynov, G. V. (1981). Evaluation of the normal distribution function. Journal of Soviet Mathematics, 17(3), 1857–1875. https://doi.org/10.1007/BF01085187
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