Exercise

# Calculating probability contours using qmvnorm

The inverse problem to the calculation of cumulative probability is as follows: for a given a probability \(p\) calculate the contour that contains \(p\) proportion of the total volume of the density. This contour is the same as the \(p^{th}\) quantile of the distribution. The `qmvnorm()`

function provides the tools to perform the above calculations.

Instructions

**100 XP**

- Compute the contour for a standard bivariate normal which contains probability \(p=0.9\).
- Calculate the contour for a bivariate normal with mean
`mu.sim`

and variance-covariance matrix`sigma.sim`

which contains probability \(p=0.95\).