CUM_BIV_NORM_DIST

CUM_BIV_NORM_DIST

Synopsis

CUM_BIV_NORM_DIST(a,b,rho)

Description

CUM_BIV_NORM_DIST calculates the cumulative bivariate normal distribution from parameters a, b & rho.

The return value is the probability that two random variables with correlation rho are respectively each less than a and b.

Examples