From: Peter Perkins <>
Newsgroups: comp.soft-sys.matlab
Subject: Re: mvncdf over a circle
Date: Thu, 02 Dec 2010 13:08:42 -0500
Organization: The MathWorks, Inc.
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Xref: comp.soft-sys.matlab:691973

On 12/2/2010 7:18 AM, jorge Sierra wrote:
> I am trying to calculate the cumulative density function of a bivariate
> normal distribution but over a circle instead of over a rectangle, as
> the function mvncdf solves.

You may find something suitable among the MATLAB functions at Alan 
Genz's website:

His published papers were the work on which MVNCDF was based.  Hope this