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A FORTRAN function for the bivariate normal integral.

A L Baughman1

  • 1Center for Environmental Health and Injury Control, U.S. Department of Health and Human Services, Atlanta, GA.

Computer Methods and Programs in Biomedicine
|September 1, 1988
PubMed
Summary
This summary is machine-generated.

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This study presents a FORTRAN 77 program to calculate bivariate normal probabilities on both microcomputers and mainframes. This tool enhances statistical analysis capabilities for researchers needing accurate bivariate normal calculations.

Area of Science:

  • Statistics
  • Computational Science

Background:

  • Bivariate normal distribution is fundamental in multivariate statistics.
  • Accurate calculation of its probability is essential for various analytical applications.
  • Existing computational methods may lack accessibility or efficiency.

Purpose of the Study:

  • To develop and describe a computational program for calculating bivariate normal probabilities.
  • To ensure the program is compatible with both microcomputers and mainframes.
  • To provide a reliable tool for statistical analysis.

Main Methods:

  • The program is implemented in FORTRAN 77.
  • It is designed for execution on diverse computing platforms, including microcomputers and mainframes.
  • The core functionality involves the numerical computation of the bivariate normal probability.

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Main Results:

  • A functional FORTRAN 77 program capable of computing bivariate normal probabilities has been developed.
  • The program demonstrates compatibility across different computing architectures.
  • The results provide accurate probability values for the bivariate normal distribution.

Conclusions:

  • The developed program offers an accessible and efficient method for calculating bivariate normal probabilities.
  • Its availability on multiple platforms facilitates wider application in statistical research and practice.
  • This work contributes a valuable computational tool to the field of statistics.