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From: Cris <xiaosong.ding@gmail.com>
Newsgroups: comp.soft-sys.matlab,sci.stat.math
Subject: verification of bi-variate normal distribution
Date: Fri, 2 Jan 2009 08:13:13 -0800 (PST)
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Xref: news.mathworks.com comp.soft-sys.matlab:509523 sci.stat.math:85653

in Matlab2008b, there is a function "mvncdf".

suppose I have two random variables. both have standard normal
distributions and they have no covariance (the covariance matrix is an
identity matrix). now I wanna compute the joint probability for these
two variable between -1 and 1.

y = mvncdf(xl,xu,mu,SIGMA) is a good function and can give out the
result.

the question is how I can verify this result because there is no such
a bi-variate normal distribution table as the one for one variable
standard normal distribution to check. before I make use of this
function, I have to make sure that it gives out the correct result.

or some one can provide me with some special cases for bi-variate
normal distributions?

many thanks.

VB
/Cris
```