A simple approximation to the bivariate normal distribution with large correlation coefficient

Willem Albers, Wilbert C.M. Kallenberg

    Research output: Book/ReportReportProfessional

    Original languageEnglish
    Place of PublicationEnschede
    PublisherUniversity of Twente, Faculty of Mathematical Sciences
    Number of pages15
    Publication statusPublished - 1991

    Publication series

    NameMemorandum
    PublisherFaculty of Applied Mathematics, University of Twente
    No.1011
    ISSN (Print)0921-1969

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