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References

Abramowiz and Stegun (1964) gives the univariate normal approximation.

This particular implementation of the bivariate normal is from (Hull, 1993, Ch 10). See there for further references.


next up previous contents index
Next: A note on C++ Up: Normal Distribution approximations. Previous: Normal Distribution approximations.   Contents   Index
Bernt Arne Odegaard
1999-09-09