@article{JSSv052i10, title={Recursive Numerical Evaluation of the Cumulative Bivariate Normal Distribution}, volume={52}, url={https://www.jstatsoft.org/index.php/jss/article/view/v052i10}, doi={10.18637/jss.v052.i10}, abstract={We propose an algorithm for evaluation of the cumulative bivariate normal distribution, building upon Marsaglia’s ideas for evaluation of the cumulative univariate normal distribution. The algorithm delivers competitive performance and can easily be extended to arbitrary precision.}, number={10}, journal={Journal of Statistical Software}, author={Meyer, Christian}, year={2013}, pages={1–14} }