Abstract
An infinite series expansion is given for the bivariate normal cumulative distribution function. This expansion converges as a series of powers of 1 - p2, where p is the correlation coefficient, and thus represents a good alternative to the tetrachoric series when ñ is large in absolute value.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.