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Student Support Forum: 'CDF of multinormal distribution' topicStudent Support Forum > General > Archives > "CDF of multinormal distribution"

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Koiy
05/13/03 4:12pm

I would appreciate someones help with the following issue:

I need to calculate the multinormal distribution showing in the code below

<< Statistics`MultinormalDistribution`
CDF[MultinormalDistribution[{0, 0, 0, 0}, {{1., 0.62, 0.91, 0.62}, {0.62, 1., 0.58, 0.58}, {0.91, 0.58, 1., 0.55}, {0.62, 0.58, 0.55, 1.}}], {-3.57, -3.41, -4.24, -5.48}]

But I obtain the error message:

CDF::"mnormsig": "The parameter sigma in MultinormalDistribution[mu, sigma] \
does not have a structure allowing computation of \
CDF[MultinormalDistribution[mu, sigma], x]. Currently, the structure of \
sigma is restricted to {{s1^2, s1 s2 l1 l2, s1 s3 l1 l3, ...}, {s2 s1 \
l2 l1, s2^2, s2 s3 l2 l3, ...}, {s3 s1 l3 l1, s3 s2 l3 l2, s3^2, \
...}, ...}, where Abs[li] <= 1, i = 1, 2, 3, ... ."


What is the reason?

Thanks

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Subject (listing for 'CDF of multinormal distribution')
Author Date Posted
CDF of multinormal distribution Koiy 05/13/03 4:12pm
Re: CDF of multinormal distribution Henry Lamb 05/18/03 6:39pm
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