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Journal of the American Statistical Association (2023). [2] Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem. Inverse Problems (2020).

In this note it is shown that P (η - ξ > 0) can easily be calculated using tables of the bivariate normal distribution, where ξ, η are independent, ξ has a normal distribution, and η has a truncated ...