MathGroup Archive 2009

[Date Index] [Thread Index] [Author Index]

Search the Archive

Multivariate normal distribution


is there anyone who is able to show me how solve in Mathematica the following 

I have two random variable S_i and S_j whose mean and variances are m_i, m_j 
and sigma_i and sigma_j and whose correlation is rho_ij
how can I compute ExpectedValue(S_j , S_j) and its derivative



  • Prev by Date: Re: Wolfram WorkBench and iDisk
  • Next by Date: Can Plot, can't FindRoot - what gives?
  • Previous by thread: SparseArray[]: no warning for repeated indices
  • Next by thread: Re: Multivariate normal distribution