| Abstract: | The bivariate plane is symmetrically partitioned into fine rectangular regions, and a symmetric uniform association model is used to represent the resulting discretized bivariate normal probabilities. A new algorithm is developed by utilizing a quadrature and the above association model to approximate the diagonal probabilities. The off-diagonal probabilities are then approximated using the model. This method is an alternative to Wang's (1987) approach, computationally advantageous and relatively easy to extend to higher dimensions. Bivariate and trivariate normal probabilities approximated by our method are observed to agree very closely with the corresponding known results. |
