Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
Drexel University or The Math Forum.


Torsten
Posts:
1,577
Registered:
11/8/10


Re: Probability in a bivariate normal gaussian distribution
Posted:
Oct 30, 2013 4:13 AM


"marco" wrote in message <l4ok0j$m45$1@newscl01ah.mathworks.com>... > 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
Integrating the bivariate normal distribution over arbitrarily defined regions in 2d seems to me is such a fundamental problem in statistics that a google search should help.
Best wishes Torsten.



