Bivariate Normal Distribution resources

janickg · November 23rd, 2004, 6:47 pm

Any recomendations on reading materials? In particular, text books (detailed mathematics) prefered.Suggestions much appreciated.

Aaron · November 24th, 2004, 2:35 am

Start at Mathworld. If that's not enough, get any good introductory mathematical statistics text. The bivariate Normal is not a very deep topic. A multivariate statistics text will cover the multivariate case in detail.

janickg · November 24th, 2004, 3:10 pm

Thanks

Charlie · November 24th, 2004, 3:14 pm

If you're wanting a numerical approximation try Alan Genz's web page http://www.sci.wsu.edu/math/faculty/genz/homepage