Using the pmvnorm function
Along with the density of multivariate normals, you often need to calculate the cumulative distributions of multivariate normals to obtain the volume of the density between two specified values. In this exercise, you will use the pmvnorm() function to calculate the cumulative distribution for specified bivariate normals.
Bu egzersiz, kursun bir parçasıdır
Multivariate Probability Distributions in R
Egzersiz talimatları
- Compute the volume under a standard bivariate normal distribution between \(\begin{pmatrix} -1\\ -1 \end{pmatrix}\) and \(\begin{pmatrix} 1 \\ 1 \end{pmatrix}\).
- Calculate the volume between \(\begin{pmatrix} -5 \\ -5\end{pmatrix}\) and \(\begin{pmatrix} 5 \\ 5 \end{pmatrix}\) for a bivariate normal with mean
mu.simand variancesigma.sim.
Uygulamalı etkileşimli egzersiz
Bu egzersizi bu örnek kodu tamamlayarak deneyin.
# Volume under a bivariate standard normal
pmvnorm(lower = ___, upper = ___)
# Volume under specified mean and variance-covariance matrix
pmvnorm(___, mean = ___, sigma = ___)