Compute probability density p(x,y) at (x,y) for a bivariate Gaussian distribution.
z = bigaussian(mx,my,sx,sy,rho,x,y)
output
mean in the x direction.
mean in the y direction.
standard deviation in the x direction.
standard deviation in the y direction.
It is the correlation coefficient and lies in between -1 and +1.
correlated Gaussian variates at which probability density p(x,y) is to be computed.
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.
// 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) | ![]() | ![]() |