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MathGroup Archive 1995

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Re: Bivariate Normal Distribution

  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg918] Re: Bivariate Normal Distribution
  • From: rubin at msu.edu (Paul A. Rubin)
  • Date: Sun, 30 Apr 1995 03:52:41 -0400
  • Organization: Michigan State University

In article <3nkbl2$mq8 at news0.cybernetics.net>, aak at rmbmain.rmb.co.za wrote:
->Hi there
->
->I am looking for the bivariate normal distribution function. Has anyone
->implemented this on Mathematica?
->
->Thanks
->Antonie Kotze
->aak at rmbmain.rmb.co.za
->
I have two packages I wrote a while back that might be pertinent.  One 
implements multinormal distributions (binormal being of course a special 
case).  It includes random sampling from the distribution, conversion two 
and from standard normals, and I forget what else.  The other module 
produces contour plots of the fractiles of a binormal distribution.

Paul

**************************************************************************
* Paul A. Rubin                                  Phone: (517) 432-3509   *
* Department of Management                       Fax:   (517) 432-1111   *
* Eli Broad Graduate School of Management        Net:   RUBIN at MSU.EDU    *
* Michigan State University                                              *
* East Lansing, MI  48824-1122  (USA)                                    *
**************************************************************************
Mathematicians are like Frenchmen:  whenever you say something to them,
they translate it into their own language, and at once it is something
entirely different.                                    J. W. v. GOETHE


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