PROBBNRM Function

Arguments

x

specifies a numeric constant, variable, or expression.

y

specifies a numeric constant, variable, or expression.

r

is a numeric correlation coefficient.

Range:

-1 r 1

The PROBBNRM function returns the probability that an observation (X, Y) from a standardized bivariate normal distribution with mean 0, variance 1, and a correlation coefficient r, is less than or equal to (x, y). That is, it returns the probability that Xx and Yy. The following equation describes the PROBBNRM function, where u and v represent the random variables x and y, respectively:

p=probbnrm(.4, -.3, .2);
put p;

 
0.2783183345

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