| public static Bivariate ( double x, double y, double rho ) : double | ||
| x | double | The value of the first variate. |
| y | double | The value of the second variate. |
| rho | double | The correlation coefficient between x and y. This can be computed
/// from a covariance matrix C as rho = C_12 / (sqrt(C_11) * sqrt(C_22)). |
| return | double | |
public static double Bivariate(double x, double y, double rho)
{
return BVND(-x, -y, rho);
}
