Association models considered by Goodman (1979) for contingency tables with ordered categories are presented here in a somewhat different form to facilitate comparison with the bivariate normal.

In this note it is shown that P(η - ξ > 0) can easily be calculated using tables of the bivariate normal distribution, where ξ, η are independent, ξ has a normal distribution, and η has a truncated ...

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 ...