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MathGroup Archive 2006

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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


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