marco
Posts:
4
Registered:
10/29/13


Probability in a bivariate normal gaussian distribution
Posted:
Oct 29, 2013 11:25 AM


Dear all,
i have a problem regarding the computation of a probability under a bidimensional gaussian distribution. I figured out that exploiting the mvncdf() function i'm able to compute the probability under rectangular area or under a semiplane whose constraint be parallel to X or Y axis (P < x1 , P < y1).
Now my problem is, how can i compute the probability under a semiplane whose constraint is not parallel to X or Y axis. This could be very important to my work because my final goal is to compute the probability over a whatever polygonal area (not rectangular or square).
I really appreciate if someone can help me.
many thanks
Regards

