Equation: Bivariate normal distribution

Bivariate normal distribution

created by:

Thijs van den Berg (http://www.sitmo.com)

The bivariate normal probability density function for two correlated normal distributed variables x and y.

	Bivariate normal probability distribution function
	Mean of x
	Standard deviation of x
	Mean of y
	Standard deviation of y
	Correlation between x and y

Related Equations
Beta distribution »
Bivariate normal distribution, alternative expression »
Cauchy distribution »
Double exponential (Laplacian) distribution »
Erlang distribution »
Exponential distribution »
Gamma distribution »
Jointly Normal Distribution density function »
Lognormal distribution »
Normal distribution »
Normal-inverse Gaussian distribution »
Pareto distribution »
Uniform distribution »
Weibull distribution »
Main Equations Index »

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