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st: Typo: approximation for binormal a la Gould, et.al.?
From
"Robert Duval" <[email protected]>
To
[email protected]
Subject
st: Typo: approximation for binormal a la Gould, et.al.?
Date
Mon, 5 Feb 2007 17:44:32 -0500
Sorry there was a typo in my previous posting... here is the correct one
On 2/5/07, Robert Duval <[email protected]> wrote:
Dear friends
In the ml book (Gould, Pitblado and Sribney) it is mentioned that
1-normal(a) is a poor numerical approximation for Pr(x>a) and instead
they suggest using
normal(-a).
Does anyone knows of a similar expression for the bivariate normal
case giving 1-Pr(x>a,y>b;rho) without using
1-binormal(a,b;rho)
i.e. without using substractions (or additions) that make the
approximation numerically poor.?
Any help would be greatly appreciated.
Robert
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