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CW 91
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DON 73
Donnelly, T. G. (1973) `Algorithm 462: Bivariate Normal Distribution', Communications of the ACM 16, p. 638.

DW 90
Drezner, Z. and Wesolowsky, G. O. (1990) `On the Computation of the Bivariate Normal Integral', Journal of Statistical Computation and Simulation 35, pp. 101-107.

MO 94
Marsaglia, G. and Olkin, I. (1984) `Generating Correlation Matrices', SIAM Journal of Scientific and Statistical Computing 5, pp. 470-475.

SCHRV 84
Schervish, M. (1984) `Multivariate Normal Probabilities with Error Bound', Applied Statistics 33, pp. 81-87.

TONG 90
Tong, Y. L. (1990) The Multivariate Normal Distribution, Springer-Verlag, New York.




2004-11-30