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Bivariate Normal Distribution

Wiley StatsRef: Statistics Reference OnlinePublished 29 September 2014
Donald F. Morrison
Citations3

Abstract

Abstract The bivariate normal distribution is defined by its density function. The regression function of one variable on the other is given by the linear conditional mean function. The conditional variance is expressed in terms of the correlation coefficient of the variables. References to tables of the bivariate normal distribution are included.

Keywords

Mathematics