The Bivariate Normal Distribution

 

The program Bivar1c.exe is freeware and can be downloaded by following the link. The programme is written in Delphi 4Ò and requires Windows 95Ò or later. A monitor with a resolution of 800 ´ 640 is recommended.

Let the distribution of (X,Y) be a bivariate normal distribution, i.e. (X,Y) Î N(mX,mY,sX2,sY2, rXY) where rXY is the correlation between X and Y. The program BIVAR1c calculates probabilities for the following five events in a given bivariate normal distribution:

 

1.      P(X £ x and Y £ y)

2.      P(X £ x and Y ³ y)

3.      P(X ³ x and Y ³ y)

4.      P(X ³ x and Y £ y)

5.      P[(x1 £ X £ x2) and (y1 £ Y £ y2)]

 

Comments and suggestions concerning the programme are welcome. Please use the e-mail address given below.

Erik Holst