Re: st: Bivariate Normal Density

[Gary Longton <glongton@fhcrc.org>]

Olivier Paradis-Beland wrote:

> Hi, I want to know if there is a Stata command to automatically calculate a bivariate normal density function. I know the command "binorm" to calculate bivariate normal cumulative functions but I can't find the density counterpart.
I have an ado (bnormpdf) which will calcluate the bivariate normal pdf for 
specified parameters mu1 mu2 sigma1 sigm12 rho, and supplied X1 and X2 that I'll 
send to Olivier.  Will post to SSC (after expanding on the help file a little) 
if there is interest.

- Gary


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