An approximation method for bivariate and multvariate normal equiprobability contours |
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Authors: | Zvi Drezner George O. Wesolowsky |
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Affiliation: | 1. Department of Management Science School Of Business Administration and Economics , California State University at Fullerton , Fullerton, CA, 92634;2. Faculty of Business , Management Science and Information Systems Area Faculty of Business , Hamilton, Ont, L8S 4M4, Canada |
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Abstract: | This paper presents a very simple approximation, having “graph” accuracy, for calculating bivariate normal probability contours. Such contours are useful in simultaneous inference and other applications. This method is then adapted to approximate roughly bivariate and multivariate normal union probabilities. |
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Keywords: | Approximation Normal Contours Union Probabilities |
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