EVALUATION OF INTEGRAL OF ELLIPTIC GAUSSIAN DISTRIBUTION OVER A CENTERED ELLIPSE
NAVAL ORDNANCE TEST STATION CHINA LAKE CA
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The integral of the elliptic Gaussian distribution over a centered ellipse may be evaluated after simple preliminary transformations from tables of the circular coverage function. The probable value of the distribution over a centered but randomly oriented ellipse where all orientations are equally probable may be evaluated from an integral involving the circular coverage function.
- Statistics and Probability