Integration of the Trivariate Normal Distribution Over an Offset Sphere and an Inverse Problem

摘要

A numerical procedure is given for evaluating P (the kill probability) the integral of the trivariate normal distribution over an offset sphere of radius R. A numerical algorithm is also described for computing R when P is given. The procedures generally give P or R to six decimal digits. Program listings in HP BASIC, for the HP 9845B computer, are included. Keywords: Operations research, Digital computers, Military strategy, Computations.