Bounds for circular error probabilities
Y. S. Sathe, Suneeta Joshi, Smita P. Nabar · Naval Research Logistics (NRL) · 1991
Bounds for P(X + X ⩽ k2σ) are given where X1 and X2 are independent normal variables having zero means and variances σ, σ, respectively. This is generalized when X1 and X2 are dependent variables with known covariance matrix.