Showing posts with label Gaussian. Show all posts
Showing posts with label Gaussian. Show all posts

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 ?