# On the computation of the bivariate normal integral

@article{Drezner1990OnTC, title={On the computation of the bivariate normal integral}, author={Z. Drezner and G. O. Wesolowsky}, journal={Journal of Statistical Computation and Simulation}, year={1990}, volume={35}, pages={101-107} }

We propose a simple and efficient way to calculate bivariate normal probabilities. The algorithm is based on a formula for the partial derivative of the bivariate probability with respect to the correlation coefficient.

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