The polychoric correlation (requested by the PLCORR option) also requires ordinal variables and assumes that the variables have an underlying bivariate normal distribution. The following measures of ...

Pricing compound and min–max options requires approximation of the bivariate normal probability. We compare the performance of five analytical approximation methods for bivariate normal probabilities ...

Through simulations, it is shown how the methodology performs for a probability mixture of normal distributions, a probability mixture of generalized extreme value distributions, a probability mixture ...

The bivariate normal distribution. Analysis of variance for one-and two-way designs. F tests. Nonparametric methods. Chi-squared tests for contingency tables. Generalized likelihood ratio. C.R. bound.

Using these confidence ellipses assumes that each pair of variables has a bivariate normal distribution. ... The variable is distributed as a bivariate normal variate with mean 0 and covariance ,and ...

Models based on the bivariate Poisson distribution are used for modelling sports data. Independent Poisson distributions are usually adopted to model the number of goals of two competing teams. We ...

Bivariate association analysis was based on the seemingly unrelated regression ... (k=0, 1, 2), we jointly drew the values of Y 1 and Y 2 via a bivariate normal distribution with mean (m 1k, m 2k) ...

Rising costs prompt US borrowers to embrace compounded SOFR; The strange effect of US clampdown on FRTB models; We need to talk about pre-hedging ...