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Math Help - bi-variate normal?

  1. #1
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    bi-variate normal?

    Hi
    I am trying to find the probability of two events from two correlated normally distributed rv's. Would this be bi-variate normal and if so how would I go about calculating the probability?

    Here's an example of what I'm trying to do,

    Let's say I know peoples height (X) is normally distributed around some mean => I can calculate the probability someone is, say, at least 6ft tall.

    Similarly say weight is normally distributed, and I can find the probability someone is at least, say, 12 stone.

    If I know weight and height aren't independent, and I know the correlation co-efficient, can i calculate the probability a person is both at least 6ft and at least 12st?

    many thanks
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  2. #2
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    Re: bi-variate normal?

    Quote Originally Posted by jay4737 View Post
    Hi
    I am trying to find the probability of two events from two correlated normally distributed rv's. Would this be bi-variate normal and if so how would I go about calculating the probability?
    To say two variables are bivariate normal then you need to calculate Mahalanobis distance.

    But as you know X is normal and Y is normal then X and Y will most likely also be bivariate normal.

    Be careful though, this does not work the other way around!
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