Multivariate normal distribution
Bivariate Normal Distribution
Two variables follow the bivariate normal distribution if for each value of one variable, the corresponding values of another variable are
normally distributed . The bivariate normal probability distribution function for a pair of continuous random variables (X and Y) is given by:
where
1, 2 are the respective means of the random variables X and Y
1, 2
is the correlation coefficient of X and Y
is the base of the natural logarithm, sometimes called Euler's e (2.71...)
is the constant Pi (3.14...)
See also,
Normal Distribution ,
Elementary Concepts (Normal Distribution)
bivariate normal distribution