THE PROBABILITY INTEGRALS OF BIVARIATE NORMAL-DISTRIBUTIONS - A CONTINGENCY TABLE APPROACH

成果类型:
Article
署名作者:
WANG, YCJ
署名单位:
Rutgers University System; Rutgers University New Brunswick; Rutgers University Camden
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.2307/2336033
发表日期:
1987
页码:
185190
关键词:
摘要:
After partitioning the plane into fine rectangular regions, the bivariate normal probability integrals over all the rectangular regions can be considered as a population contingency table. The row and column marginals of this contingency table are two discretized univariate normal distributions. The logarithm of the local cross-product ratios are approximately linear. Given the correlation coefficient of the bivariate normal, a contingency table with discretized normal marginals and proper cross-product ratios can be constructed which represents a table of probability integrals for the bivariate normal.
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