CdfBivariateNormal Method |
Evaluates the bivariate normal cumulative probability distribution
function.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double BivariateNormal(
double x,
double y,
double rho
)
Public Shared Function BivariateNormal (
x As Double,
y As Double,
rho As Double
) As Double
public:
static double BivariateNormal(
double x,
double y,
double rho
)
static member BivariateNormal :
x : float *
y : float *
rho : float -> float
Parameters
- x
- Type: SystemDouble
The x-coordinate of the point for which the bivariate normal
distribution function is to be evaluated.
- y
- Type: SystemDouble
The y-coordinate of the point for which the bivariate normal
distribution function is to be evaluated.
- rho
- Type: SystemDouble
The correlation coefficient.
Return Value
Type:
Double
The probability that a bivariate normal random variable
with correlation
rho satisfies
and
.
Remarks See Also