1989
DOI: 10.2307/2347755
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Algorithm AS R80: A Remark on Algorithm AS 76: An Integral Useful in Calculating Noncentral t and Bivariate Normal Probabilities

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Cited by 6 publications
(5 citation statements)
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“…Since magnitude and redshift limits can be accounted for by selection probability function µ S V 1 max , we can say that there are no cut-off values for any component of ŷ except for m * and s, which means that the integral over all the other components will just be the marginalization of the 8D probability distribution function (PDF). In this case, the likelihood normalization factor f j in Equation (B10) can be expressed in terms of a bivariate normal PDF, We use the algorithm of Boys (1989) to evaluate BvN, also making use of STAN ʼs optimized built-in functions for Φ and f.…”
Section: B6 Likelihood Normalizationmentioning
confidence: 99%
“…Since magnitude and redshift limits can be accounted for by selection probability function µ S V 1 max , we can say that there are no cut-off values for any component of ŷ except for m * and s, which means that the integral over all the other components will just be the marginalization of the 8D probability distribution function (PDF). In this case, the likelihood normalization factor f j in Equation (B10) can be expressed in terms of a bivariate normal PDF, We use the algorithm of Boys (1989) to evaluate BvN, also making use of STAN ʼs optimized built-in functions for Φ and f.…”
Section: B6 Likelihood Normalizationmentioning
confidence: 99%
“…model where a3 = ao/(1 + ar)112 and aT = al/(1 + ar)1/2. Simple algorithms for <I> and <1>2 are given by Hill (1973) and Young and Minder (1974), with updates given by Chou (1985) .and Boys (1989b).…”
Section: Screening Solutionmentioning
confidence: 99%
“…This screening methodology has received considerable attention in recent years; see, in addition, Owen ef al. (1975), Owen and Boddie (1976), Owen and Su (1977), Owen and Hass (1978), Li and Owen (1979), Odeh andOwen (1980), Wong et al (1985), Dunsmore and Boys (1987) and Boys (1989a). Most of this work develops global procedures in situations where possessing the attribute corresponds to a continuous variable Y belonging to a prescribed specification region C y • The procedures are derived by assuming certain parametric models, namely a normal model for (Y, X) or a binary response-normal covariate model for (T, X), some within a classical framework, others within a Bayesian framework.…”
Section: Introductionmentioning
confidence: 99%
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“…Hill (1978) and Thomas (1979) provide changes such that TFN can be used to compute T(h, a) for -00 < a< O. Chou (1985) extends the parameter range further to include -00 and 00 for both a and h. Boys (1989) reports inaccuracy of the modified version of TFN when h is small and a is large. He provides an approximation of order h S to T(h, a) for I h I < 0.3 and I a 1 > 7.…”
Section: Introductionmentioning
confidence: 99%