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