[R] help with pmvnorm function

Ron Burns rrburns at cox.net
Sat Aug 22 07:07:55 CEST 2009

Vaupo-  I think that
does what you want.


Vaupo wrote:
> Hi,
> I´ve got a problem with using the pmvnorm function.
> For example ,if i assume a bivariate normal distribution with mean=(0,0) and
> sigma=(1,0.5,0.5,1)
> how do i generate the probability for X1<=2 and X2<=3 ?

R. R. Burns
Physicist (Retired)
Oceanside, CA

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