NormalBivariate Method

public static double Bivariate(
	double x,
	double y,
	double rho
)

Public Shared Function Bivariate ( 
	x As Double,
	y As Double,
	rho As Double
) As Double

Parameters

x

Type: SystemDouble
The value of the first variate.

y

Type: SystemDouble
The value of the second variate.

rho

Type: SystemDouble
The correlation coefficient between x and y. This can be computed from a covariance matrix C as

Copy

rho = C_12 / (sqrt(C_11) * sqrt(C_22))

.

Return Value

Reference