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bigaussianpdf

Compute probability density p(x,y) at (x,y) for a bivariate Gaussian distribution.

Syntax

z = bigaussian(mx,my,sx,sy,rho,x,y)

Parameters

z:

output

mx:

mean in the x direction.

my:

mean in the y direction.

sx:

standard deviation in the x direction.

sy:

standard deviation in the y direction.

rho:

It is the correlation coefficient and lies in between -1 and +1.

x,y:

correlated Gaussian variates at which probability density p(x,y) is to be computed.

Description

This function computes the probability density p(x,y) at (x,y) for a bivariate Gaussian distribution with mean mx,my and standard deviations sx, sy and correlation coefficient rho.

Examples

// Computes the probability density p(x,y) at (1,1) for a bivariate Gaussian distribution with mean mx=0, my=0 and standard deviations sx=1, sy=1 and correlation coefficient rho=0.9.
mx=0
my=0
sx=1
sy=1
rho=0.9
x=1
y=1
z = bigaussianpdf(mx,my,sx,sy,rho,x,y)
disp(z)

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