Anzeige
Erschienen in:
2017 | OriginalPaper | Buchkapitel
19. Bivariate Normal
verfasst von : Nick T. Thomopoulos
Erschienen in: Statistical Distributions
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
Abstract
Over the years a great many scholars have contributed to the literature concerning the bivariate normal distribution. In 1998, Montira Jantaravareerat and N. Thomopoulos describe a way to estimate the cumulative probability of the distribution. In this chapter, a new method is shown on computing the joint cumulative probability. The bivariate normal has two variables, x1, x2, that are jointly related, and has five parameters, μ1, μ2, σ1, σ2, ρ. The marginal distributions are normally distributed, and when the value of one of the variables is known, the distribution on the other is also normally distributed. The variables are converted to a new set, z1, z2, that are jointly related by the bivariate standard normal distribution. The latter two variables are easier to apply mathematically in the computations. An approximation method is developed here to compute the joint probability of the two variables. Table values are listed and examples are presented to demonstrate the application.