MathGroup Archive 2006

[Date Index] [Thread Index] [Author Index]

Search the Archive

Numerical vaule of multinormal distribution

I have a basic question.
I want toobtain the numerical value of the cumulative normal probability distribution function at some points.
I have the following code to do this :
r = {{0.8, 0.1}, {0.1, 0.2}};
ndist = MultinormalDistribution[{1, 0.4}, r];
CDF[ndist, {-1, 1}]

The output I obtain is:

CDF[MultinormalDistribution[{1, 0.4}, {{0.8, 0.1}, {0.1, 0.2}}], {-1, 1}]

I would like to have the numerical value of this expression. 
How could I do?

Express yourself with gadgets on Windows Live Spaces

  • Prev by Date: Nonlinear Regression
  • Next by Date: Re: Arithmetic Puzzle (so simple it's hard)
  • Previous by thread: Re: Nonlinear Regression
  • Next by thread: Re: Numerical vaule of multinormal distribution