Hi All, is anyone able to show that the Double Integral of Bivariate Normal Distribution =1?

Printable View

- Nov 10th 2010, 01:10 PMineedyourhelpDouble Integral of Bivariate Normal Distribution
Hi All, is anyone able to show that the Double Integral of Bivariate Normal Distribution =1?

- Nov 10th 2010, 02:16 PMProve It
A simple google search found this:

JSTOR: Mathematics of Computation - Nov 10th 2010, 02:39 PMineedyourhelp
Thanks. I googled that before but after trying their substitution, I am not sure how to integrate because the term is so complex. My bad if my integration is pretty weak. Could anyone show me the first step after the substitution and i continue from there? thanks again.

- Nov 12th 2010, 01:12 AMineedyourhelp
Hi all when doing this question can is it that both sigma and mean of x and y are constant?