{"title":"二元正态分布的解析表达式","authors":"Kelin Pan","doi":"10.2139/ssrn.2924071","DOIUrl":null,"url":null,"abstract":"An analytical expression for bivariate normal distribution function is obtained. The bivariate normal integrand is expressed as exponential expansion and the integration is analytically expressed by recurrence formulas. The desired accuracy can be reached by taking the number of expansions. The analytical approximation results from finite expansions.","PeriodicalId":306457,"journal":{"name":"ERN: Futures (Topic)","volume":"20 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-02-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"An Analytical Expression for Bivariate Normal Distribution\",\"authors\":\"Kelin Pan\",\"doi\":\"10.2139/ssrn.2924071\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"An analytical expression for bivariate normal distribution function is obtained. The bivariate normal integrand is expressed as exponential expansion and the integration is analytically expressed by recurrence formulas. The desired accuracy can be reached by taking the number of expansions. The analytical approximation results from finite expansions.\",\"PeriodicalId\":306457,\"journal\":{\"name\":\"ERN: Futures (Topic)\",\"volume\":\"20 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-02-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Futures (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.2924071\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Futures (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2924071","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
An Analytical Expression for Bivariate Normal Distribution
An analytical expression for bivariate normal distribution function is obtained. The bivariate normal integrand is expressed as exponential expansion and the integration is analytically expressed by recurrence formulas. The desired accuracy can be reached by taking the number of expansions. The analytical approximation results from finite expansions.
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