toms462_test


toms462_test, a Fortran90 code which calls toms462(), which evaluates the upper right tail of the bivariate normal distribution; that is, the probability that normal variables X and Y with correlation R will satisfy H <= X and K <= Y.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

toms462, a Fortran90 code which evaluates the upper right tail of the bivariate normal distribution; that is, the probability that normal variables X and Y with correlation R will satisfy H <= X and K <= Y.

Source Code:


Last revised on 13 March 2021.