Re: Numerical vaule of multinormal distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg71649] Re: Numerical vaule of multinormal distribution
- From: Jean-Marc Gulliet <jeanmarc.gulliet at gmail.com>
- Date: Sun, 26 Nov 2006 03:48:31 -0500 (EST)
- Organization: The Open University, Milton Keynes, UK
- References: <ek98e0$ju1$1@smc.vnet.net>
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?
Try with a fresh kernel or a new session:
In[1]:=
Needs["Statistics`MultinormalDistribution`"];
r = {{0.8, 0.1}, {0.1, 0.2}};
ndist = MultinormalDistribution[{1, 0.4}, r];
CDF[ndist, {-1, 1}]
Out[4]=
0.0124156
I suspect that in you case the definition of MultinormalDistribution is
shadowed by some other definitions or previous works. See "Contexts and
Packages" in [1] and also "Shadowing Conflicts" in [2].
HTH,
Jean-Marc
1. http://documents.wolfram.com/mathematica/book/section-2.7.9
2.
http://documents.wolfram.com/mathematica/Add-onsLinks/WorkingWithAdd-ons/UsingAdd-ons.html