Algorithm AS R80: A Remark on Algorithm AS 76: An Integral Useful in Calculating Noncentral t and Bivariate Normal Probabilities
本文对算法AS 76提出改进,该算法用于计算非中心t分布和双变量正态概率中的积分,适用于统计计算领域。
Richard J. Boys, Algorithm AS R80: A Remark on Algorithm AS 76: An Integral Useful in Calculating Noncentral t and Bivariate Normal Probabilities, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 38, No. 3 (1989), pp. 580-582