Accession Number:

ADA242322

Title:

Significant Digit Computation of the Ellipsoidal Coverage Function and Its Inverse

Descriptive Note:

Corporate Author:

NAVAL SURFACE WARFARE CENTER DAHLGREN VA

Personal Author(s):

Report Date:

1991-09-01

Pagination or Media Count:

81.0

Abstract:

An algorithm is given for evaluating the cumulative trivariate normal probability distribution function, also called the ellipsoidal coverage function, over an offset sphere. A Fortran subprogram, ELLCOV, supplies the function to at least six significant digits over a large range of the input parameters when the precision is not restricted by inherent error. Also, for a given value of the function, the radius R of the sphere with given center is found by the subroutine ELINV3 to at least six significant digits. Several new procedures are used. Listings of the transportable Fortran subprograms ELLCOV and ELINV3, with supporting routines, are included.

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE