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MathGroup Archive 2006

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Re: Numerical vaule of multinormal distribution

  • To: mathgroup at smc.vnet.net
  • Subject: [mg71649] Re: Numerical vaule of multinormal distribution
  • From: Jean-Marc Gulliet <jeanmarc.gulliet at gmail.com>
  • Date: Sun, 26 Nov 2006 03:48:31 -0500 (EST)
  • Organization: The Open University, Milton Keynes, UK
  • References: <ek98e0$ju1$1@smc.vnet.net>

Pratim Vakish 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?

Try with a fresh kernel or a new session:

In[1]:=
Needs["Statistics`MultinormalDistribution`"];
r = {{0.8, 0.1}, {0.1, 0.2}};
ndist = MultinormalDistribution[{1, 0.4}, r];
CDF[ndist, {-1, 1}]

Out[4]=
0.0124156

I suspect that in you case the definition of MultinormalDistribution is 
shadowed by some other definitions or previous works. See "Contexts and 
Packages" in [1] and also "Shadowing Conflicts" in [2].

HTH,
Jean-Marc

1.   http://documents.wolfram.com/mathematica/book/section-2.7.9

2. 
http://documents.wolfram.com/mathematica/Add-onsLinks/WorkingWithAdd-ons/UsingAdd-ons.html


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