Integration of a Bivariate Normal Over an Offset Circle.
Marc Mangel, David B Quanbeck · Defense Technical Information Center (DTIC) · 1979
There are many instances in operations research and statistics in which one must integrate a bivariate normal density over an offset circle. In this paper, a formula is derived for the calculation of the coverage integral in the most general case. A sample problem is presented and in the appendix a Fortran code is listed for implementing the formula on a computer.