Abstract
The integral of a two-dimensional normal distribution over a wedge-shaped domain has many application in reliability analysis. A simple approximation suitable for many technical applications, and several more accurate representations by fitted polynomials and by tables are given. Application is illustrated for system reliability analysis; disaggregations of failure according to human error, random error or “act of God”; estimation of errors in the normal tail approximation; and fast probability integration of piecewise normal distributions.
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