%0 Journal Article
%T Recursive Numerical Evaluation of the Cumulative Bivariate Normal Distribution
%A Christian Meyer
%J Journal of Statistical Software
%D 2013
%I University of California, Los Angeles
%X We propose an algorithm for evaluation of the cumulative bivariate normal distribution, building upon Marsaglia's ideas for evaluation of the cumulative univariate normal distribution. The algorithm delivers competitive performance and can easily be extended to arbitrary precision.
%K cumulative bivariate normal distribution
%K numerical evaluation
%K high precision.
%U http://www.jstatsoft.org/v52/i10/paper