Friday, October 31, 2008

Bivariate Normal Distribution Graph

Bivariate Normal Probability Distribution

List of symbols
[;P(x,y);] Bivariate normal probability distribution function
[;\mu_x;] Mean of x
[;\sigma_x;] Standard deviation of x
[;\mu_y;] Mean of y
[;\sigma_y;] Standard deviation of y
[;\rho;] Correlation between x and y
From: sitmo

Graphs from a very good source here
A note about bivariate normal distribution here

Then, how about Multivariate Normal Distribution ?


  1. Anonymous7:13 PM

    are we missing a minus sign in the Exp(.) upstairs? good demos though.

  2. Anonymous11:41 AM

    hi, can you please tell me the difference between the bivariate normal distribution and the multivariate normal distribution? and can you recommend a simple paper that explains simply the two?