You are right. As far as I can see at the moment for practical purposes I
only need to get up to 4 or 5 normally distributed variables, though.
-----Original Message-----
From: Nichols, Austin [mailto:[email protected]]
Sent: 14 September 2004 17:48
To: '[email protected]'
Subject: RE: multivariate normal distribution
This is an interesting question. So you will specify a complete matrix of
correlations between N different normally distributed variables? Note
-binorm- only needs the single correlation r but you will need about
((N-1)^2)/2 parameters for the general problem.
-----Original Message-----
From: Friederike Barthel [mailto:[email protected]]
Sent: Tuesday, September 14, 2004 12:15 PM
To: '[email protected]'
Subject: st: multivariate normal distribution
Dear List
I was wondering whether anybody has already written a command similar to -
binorm - to return the joint cumulative distribution of the standard
multivariate normal distribution or has any pointers from other programs
(e.g Fortran)?
Any help appreciated!
Thank you!
Regards
Sophie
-------------------------------------------------------------
Friederike Maria-Sophie Barthel
PhD Student
MRC Clinical Trials Unit
222 Euston Road
London
NW1 2DA
Tel: 020 7670 4828
Mob: 07939 144610
www.fm-sbarthel.de
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