CUM_BIV_NORM_DIST

CUM_BIV_NORM_DIST cumulative bivariate normal distribution

Synopsis

CUM_BIV_NORM_DIST(a,b,rho)

Arguments

a: limit for first random variable

b: limit for second random variable

rho: correlation of the two random variables

Description

CUM_BIV_NORM_DIST calculates the probability that two standard normal distributed random variables with correlation rho are respectively each less than a and b.