Algorithm AS 195: Multivariate Normal Probabilities with Error Bound

Probability Integrals of Multivariate Normal and Multivariate $t^1$

Shanti S. Gupta · The Annals of Mathematical Statistics · 1963 · 417 citations · Full text

Natural Sciences, Biostatistics, Probability Theory +10

Algorithm AS 111: The Percentage Points of the Normal Distribution

Jeremy Beasley, Stephan Springer · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1977 · 199 citations

Natural Sciences, Computer Science, Mathematics +9

Algorithm AS 70: The Percentage Points of the Normal Distribution

Robert E. Odeh, Jessica Evans · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1974 · 103 citations

Natural Sciences, Computer Science, Mathematics +8

Algorithm AS 66: The Normal Integral

I. D. Hill · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1973 · 101 citations

Computing, Computer Science, Algorithms +6

Algorithm 462: bivariate normal distribution

Thomas G. Donnelly · Communications of the ACM · 1973 · 91 citations

Computing, Biostatistics, Data Mining +5