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On evaluation of some two-dimensional normal probabilities. (English) Zbl 0294.62016

MSC:

62E99 Statistical distribution theory
62E10 Characterization and structure theory of statistical distributions
60E05 Probability distributions: general theory
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References:

[1] Anděl J. (1971): On multiple normal probabilities of rectangles. Aplikace matematiky 16, 172-181. · Zbl 0223.62080
[2] Cramér H., Leadbetter M. R. (1967): Stationary and related stochastic processes. Wiley, New York.
[3] Smirnov N. V., Bolšev L. N. (1962): Tablicy dlja vyčislenija funkcii dvumernogo normalnogo raspredelenija. Izd. Akademii nauk SSSR.
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