PROBBNRM

PROBBNRM

Computes a probability from the bivariate normal distribution and returns a value

Category: Probability

Syntax
Arguments
Details
Examples

Syntax

PROBBNRM(x, y, r)

Arguments

x

is a numeric variable.

y

is a numeric variable.

r

is a numeric correlation coefficient.

Range:

-1

Details

The PROBBNRM function returns the probability that an observation (X, Y) from a standardized bivariate normal distribution with mean 0, variance 1, and a correlation coefficient r, is less than or equal to (x, y). That is, it returns the probability that X [le] x and Y [le] y. The following equation describes the PROBBNRM function, where u and v represent the random variables x and y, respectively.

[IMAGE]

Examples

SAS Statements Result

p=probbnrm(.4, -3, .2);

0.2783183345

SAS Statements	Result
p=probbnrm(.4, -3, .2);	0.2783183345

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