Abstract:
Known methods are described for evaluating the multivariate normal distribution function in general and in a number of special cases. Methods are presented for evaluation of the one-dimensional normal distribution function and its inverse.
Citation:
G. V. Martynov, “Evaluation of the normal distribution function”, Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 17, VINITI, Moscow, 1979, 57–84; J. Soviet Math., 17:3 (1981), 1857–1875