qBiNormal {exametrika} | R Documentation |
bivariate normal CDF
Description
Calculates the cumulative distribution function (CDF) of a bivariate normal distribution. This function computes P(X <= a, Y <= b) where X and Y follow a bivariate normal distribution with correlation coefficient rho.
Usage
qBiNormal(a, b, rho)
Arguments
a |
Numeric value, the upper limit for the first variable. |
b |
Numeric value, the upper limit for the second variable. |
rho |
Numeric value between -1 and 1, the correlation coefficient. |
Details
The implementation uses numerical integration with Gauss-Legendre quadrature for accurate computation. Special cases for infinite bounds are handled separately.
Value
The probability P(X <= a, Y <= b), a value between 0 and 1.
[Package exametrika version 1.5.1 Index]