Re: Numerical vaule of multinormal distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg71652] Re: [mg71632] Numerical vaule of multinormal distribution
- From: Bob Hanlon <hanlonr at cox.net>
- Date: Sun, 26 Nov 2006 03:48:34 -0500 (EST)
- Reply-to: hanlonr at cox.net
Needs["Statistics`MultinormalDistribution`"];
r = {{0.8, 0.1}, {0.1, 0.2}};
ndist = MultinormalDistribution[{1, 0.4}, r];
CDF[ndist, {-1, 1}]
0.0124156
I would guess that you tried to use to use CDF or MultinormalDistribution before loading the package. Evaluate after starting with a fresh kernel.
Bob Hanlon
---- Pratim Vakish <pratim_usc at hotmail.com> 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