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- W1967253241 abstract "The bivariate normal distribution function is approximated with emphasis on situations where the correlation coefficient is large. The high accuracy of the approximation is illustrated by numerical examples. Moreover, exact upper and lower bounds are presented as well as asymptotic results on the error terms." @default.
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- W1967253241 date "1994-04-01" @default.
- W1967253241 modified "2023-10-12" @default.
- W1967253241 title "A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient" @default.
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- W1967253241 doi "https://doi.org/10.1006/jmva.1994.1015" @default.
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