Re: Numerical vaule of multinormal distribution

*To*: mathgroup at smc.vnet.net*Subject*: [mg71652] Re: [mg71632] Numerical vaule of multinormal distribution*From*: Bob Hanlon <hanlonr at cox.net>*Date*: Sun, 26 Nov 2006 03:48:34 -0500 (EST)*Reply-to*: hanlonr at cox.net

Needs["Statistics`MultinormalDistribution`"]; r = {{0.8, 0.1}, {0.1, 0.2}}; ndist = MultinormalDistribution[{1, 0.4}, r]; CDF[ndist, {-1, 1}] 0.0124156 I would guess that you tried to use to use CDF or MultinormalDistribution before loading the package. Evaluate after starting with a fresh kernel. Bob Hanlon ---- Pratim Vakish <pratim_usc at hotmail.com> wrote: > > 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 : > > Off[General::spell1]; > Needs["Statistics`MultinormalDistribution`"]; > 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? > > > Pratim