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