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MathGroup Archive 2006

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Re: Numerical vaule of multinormal distribution

  • To: mathgroup at smc.vnet.net
  • Subject: [mg71662] Re: Numerical vaule of multinormal distribution
  • From: "dimitris" <dimmechan at yahoo.com>
  • Date: Sun, 26 Nov 2006 03:48:43 -0500 (EST)
  • References: <ek98e0$ju1$1@smc.vnet.net>

Refresh the kernel.

In[52]:=
Quit

In[1]:=
$VersionNumber
Out[1]=
5.2

In[2]:=
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}]
Out[6]=
0.012415606546092922

Regards
Dimitris


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?
>
>
> Pratim
> _________________________________________________________________
> Express yourself with gadgets on Windows Live Spaces
> http://discoverspaces.live.com?source=hmtag1&loc=us


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