bivariate normal distribution

**flower3** · May 24th 2009, 02:12 AM

if $X,Y \sim BVN$ AND : $\mu \scriptscriptstyle {x} =-3$ $\sigma \scriptscriptstyle {x} =5$ $\mu \scriptscriptstyle {y} =10$ $\sigma \scriptscriptstyle {y} = 3$ $\rho =\frac{3}{5}$ how i can find : $p(-5\prec x \prec 5)$ ???????

**Moo** · May 24th 2009, 05:10 AM

Hello,

Originally Posted by flower3

if $X,Y \sim BVN$ AND : $\mu \scriptscriptstyle {x} =-3$ $\sigma \scriptscriptstyle {x} =5$ $\mu \scriptscriptstyle {y} =10$ $\sigma \scriptscriptstyle {y} = 3$ $\rho =\frac{3}{5}$ how i can find : $p(-5\prec x \prec 5)$ ???????

If (X,Y) follows a bivariate normal distribution, then in particular, X follows a normal distribution.
Its mean is -3 and its variance is 5^2=25.
Now, can you answer your own question ?

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