BiNormal

BiNormal(MeanVec, Sdeviations, I, correlationCoef)

A 2-D Normal (or Bi-variate Gaussian) distribution with the indicated individual standard deviations (>0) and the indicated correlation coefficient. The index «I» must have exactly 2 elements, «Sdeviations» must be indexed by «I».

Syntax:

BiNormal(MeanVec :numeric[I]; Sdeviations : positive[I]; I:IndexType; correlationCoef: number)

Library

Multivariate Distributions library functions (Financial Library.ana)

Use File → Add Library... to add this library

See Also

• Normal
• Normal_correl
• Gaussian
• MultiNormal
• Correlate_With
• Multivariate distributions
• Multivariate Distributions.ana