Bivariate ND C code
Posted: October 3rd, 2002, 2:50 am
Hi, everyone.I tried to come up with something more precise to estimate bivariate normal distribution function. I used Drezner-Welowsky method. And to find the integral I used five point Gauss quadrature.( it is better to add more points, but as it is not hard to do i left it with five) The calculations are closer to the real figures (I used Mathematica function for that). However I have problems with large p(>0.7) Any suggestions on that?