Path: news.mathworks.com!not-for-mail From: <HIDDEN> Newsgroups: comp.soft-sys.matlab Subject: Re: Probability in a bi-variate normal gaussian distribution Date: Wed, 30 Oct 2013 08:13:06 +0000 (UTC) Organization: The MathWorks, Inc. Lines: 17 Message-ID: <l4qf2i$qob$1@newscl01ah.mathworks.com> References: <l4ok0j$m45$1@newscl01ah.mathworks.com> Reply-To: <HIDDEN> NNTP-Posting-Host: rubyext-02-ls.mathworks.com Content-Type: text/plain; charset=UTF-8; format=flowed Content-Transfer-Encoding: 8bit X-Trace: newscl01ah.mathworks.com 1383120786 27403 172.20.102.178 (30 Oct 2013 08:13:06 GMT) X-Complaints-To: news@mathworks.com NNTP-Posting-Date: Wed, 30 Oct 2013 08:13:06 +0000 (UTC) X-Newsreader: MATLAB Central Newsreader 3799640 Xref: news.mathworks.com comp.soft-sys.matlab:804557 "marco" wrote in message <l4ok0j$m45$1@newscl01ah.mathworks.com>... > Dear all, > > i have a problem regarding the computation of a probability under a bidimensional gaussian distribution. I figured out that exploiting the mvncdf() function i'm able to compute the probability under rectangular area or under a semi-plane whose constraint be parallel to X or Y axis (P < x1 , P < y1). > > Now my problem is, how can i compute the probability under a semi-plane whose constraint is not parallel to X or Y axis. This could be very important to my work because my final goal is to compute the probability over a whatever polygonal area (not rectangular or square). > > I really appreciate if someone can help me. > > many thanks > > Regards Integrating the bivariate normal distribution over arbitrarily defined regions in 2d seems to me is such a fundamental problem in statistics that a google search should help. Best wishes Torsten.