Calculation of Bivariate normal distribution:Joint probability density function

Calculation of Bivariate normal distribution:Joint probability density function

1Variable:x1-
2Variable:x2-
3Average of x1:u1-
4Average of x2:u2-
5Variance of x1:σ1-
6Variance of x2:σ2-
7Correlation coefficient:ρ-1<ρ<1
8GraphPlot Input Data:
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Keyword・Reference・Remarks・History

LaTex

Keyword

Bivariate normal distribution,Variable,Average,Correlation coefficient

Reference

[1]:社団法人土木学会:『水理公式集平成11年版』,p.9
[2]:離散分布と連続分布:二次元正規分布
[3]:Vimont Research Group:『The Bivariate Normal Distribution』

Remarks

・Joint probability density function of Bivariate normal distribution:f(x1,x2)
・Correlation coefficient:ρ

History

・2010/09/22:Upload

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