Hi, I?ve got a problem with using the pmvnorm function. For example ,if i assume a bivariate normal distribution with mean=(0,0) and sigma=(1,0.5,0.5,1) how do i generate the probability for X1<=2 and X2<=3 ? -- View this message in context: http://www.nabble.com/help-with-pmvnorm-function-tp25083846p25083846.html Sent from the R help mailing list archive at Nabble.com.
Vaupo- I think that
pmvnorm(lower=-Inf*c(1,1),upper=c(2,3),corr=sigma)
does what you want.
Ron
Vaupo wrote:> Hi,
>
> I?ve got a problem with using the pmvnorm function.
>
> For example ,if i assume a bivariate normal distribution with mean=(0,0)
and
> sigma=(1,0.5,0.5,1)
> how do i generate the probability for X1<=2 and X2<=3 ?
>
>
>
--
R. R. Burns
Physicist (Retired)
Oceanside, CA