CDF[MultinormalDistribution[...]] only for n < 3?
- To: mathgroup at smc.vnet.net
- Subject: [mg14539] CDF[MultinormalDistribution[...]] only for n < 3?
- From: boonstb at cmg.fcnbd.com
- Date: Thu, 29 Oct 1998 04:33:34 -0500
- Organization: Deja News - The Leader in Internet Discussion
- Sender: owner-wri-mathgroup at wolfram.com
Hi Has anyone got a fix for the (apparent) bug in the standard stats
package that keeps the CDF of the multivariate normal distribution from
being computed in 3 and more dimensions? I find the following:In[1]:=
<<Statistics`MultinormalDistribution`In[2]:=
CDF[MultinormalDistribution[{0,0},IdentityMatrix[2]],{0,0}]Out[2]=
0.25In[3]:=
CDF[MultinormalDistribution[{0,0,0},IdentityMatrix[3]],{0,0,0}]Solve::svars:
Equations may not give solutions for all "solve" variables.Out[3]=
CDF[MultinormalDistribution[{0, 0, 0}, {{1, 0, 0}, {0, 1, 0}, {0, 0,
1}}], {0, 0, 0}] Best Regards, Brian
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