Numerical vaule of multinormal distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg71632] Numerical vaule of multinormal distribution
- From: Pratim Vakish <pratim_usc at hotmail.com>
- Date: Sat, 25 Nov 2006 05:37:13 -0500 (EST)
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
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