Results 1 to 4 of 4

Math Help - Double Integral of Bivariate Normal Distribution

  1. #1
    Junior Member
    Joined
    Sep 2010
    Posts
    36

    Double Integral of Bivariate Normal Distribution

    Hi All, is anyone able to show that the Double Integral of Bivariate Normal Distribution =1?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Prove It's Avatar
    Joined
    Aug 2008
    Posts
    11,492
    Thanks
    1393
    A simple google search found this:

    JSTOR: Mathematics of Computation
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Junior Member
    Joined
    Sep 2010
    Posts
    36
    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.
    Follow Math Help Forum on Facebook and Google+

  4. #4
    Junior Member
    Joined
    Sep 2010
    Posts
    36
    Hi all when doing this question can is it that both sigma and mean of x and y are constant?
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 2
    Last Post: October 17th 2010, 07:16 PM
  2. bivariate normal distribution...
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: February 24th 2010, 03:31 PM
  3. Bivariate Normal Distribution
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: November 27th 2009, 02:36 PM
  4. Bivariate normal Distribution
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: April 10th 2009, 05:04 PM
  5. Bivariate normal distribution: what is P(X>0, Y>0)?
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: January 30th 2009, 08:35 AM

Search Tags


/mathhelpforum @mathhelpforum