Bivariate normal density function
bnormpdf x1_var x2_var [if exp] [in range], density(newvar) [ m1(#) m2(#) s1(#) s2(#) rho(#) replace double ]
Description
bnormpdf generates a new variable with the bivariate normal density for the supplied variables x1 and x2, with the joint distribution:
(X1,X2) ~N( m1, m2, s1^2, s2^2, rho)
Options
m1(#) and m2(#) specify the expected values for X1 and X2. The default for each is 0.
s1(#) and s2(#), the standard deviations for X1 and X2, must be postive numbers. The default for each is 1.
rho(#), the correlation, must be: -1 < rho < 1. The default is 0.
replace allows an existing variable specified by density() to be overwritten.
double specifies an 8 byte (double) storage type for the density() variable. The default storage type is float (4 byte).
References
Bickel PH, Doksum KA. Mathematical Statistics. p.23-24. Holden-Day. Oakland. 1977.
Examples
. bnormpdf x1 x2, dens(pdf_a)
. bnormpdf x1 x2, rho(.2) dens(pdf_b) double
. bnormpdf x1 x2, m1(.5) m2(1) s1(2) s2(1) rho(.2) dens(pdf_b) double replace
Author
Gary Longton, Fred Hutchinson Cancer Research Center, Seattle glongton@fhcrc.org
Also see