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.
本练习是课程的一部分
Multivariate Probability Distributions in R
练习说明
- 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.
交互式实操练习
通过完成这段示例代码来试试这个练习。
# Volume under a bivariate standard normal
pmvnorm(lower = ___, upper = ___)
# Volume under specified mean and variance-covariance matrix
pmvnorm(___, mean = ___, sigma = ___)