bvncdf
Bivariate normal cumulative distribution function (CDF).
p = bvncdf (x, mu, sigma) will compute the
bivariate normal cumulative distribution function of x given a mean
parameter mu and a scale parameter sigma.
See also: mvncdf
Source Code: bvncdf
mu = [1, -1];
sigma = [0.9, 0.4; 0.4, 0.3];
[X1, X2] = meshgrid (linspace (-1, 3, 25)', linspace (-3, 1, 25)');
x = [X1(:), X2(:)];
p = bvncdf (x, mu, sigma);
Z = reshape (p, 25, 25);
surf (X1, X2, Z);
title ("Bivariate Normal Distribution");
ylabel "X1"
xlabel "X2"
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