pbvnorm: Distribution Function of the Standard Bivariate Normal
Description
Computes the cumulative distribution function (CDF) of
the standard bivariate normal distribution with specified lower and
upper integration limits and correlation coefficient.
Usage
pbvnorm(lower = NULL, upper = NULL, rho = 0)
Value
A numeric value representing the probability that a standard
bivariate normal vector falls within the specified rectangular region.
Arguments
lower
A numeric vector of length 2 specifying the lower limits
of integration.
upper
A numeric vector of length 2 specifying the upper limits
of integration.
rho
A numeric value specifying the correlation coefficient of
the standard bivariate normal distribution.
This function evaluates the probability
\(P(\code{lower[1]} < X < \code{upper[1]},
\code{lower[2]} < Y < \code{upper[2]})\) where
\((X, Y)\) follows a standard bivariate normal
distribution with correlation corr.