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Thread Subject:
Bivariate Normal Distribution

Subject: Bivariate Normal Distribution

From: naseeb

Date: 23 Mar, 2010 22:00:21

Message: 1 of 2

Hi,

I have tried to use the mvncdf function to calculate bivariate normal. The problem I am facing is, how to calculate their covariance matrix?

I know variances, diagonal elements. But don't know how to calculate their correlation co-efficients (ro). Can anyone help me please??

Thanks
Naseeb

Subject: Bivariate Normal Distribution

From: Sadik

Date: 24 Mar, 2010 00:40:22

Message: 2 of 2

Hi Naseeb,

doc cov

Best.

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