chapter  30
12 Pages

- Bivariate Normal Distribution

The following relations are useful for computing probabilities over different regions.

1. P (Z1 ≤ a, Z2 > b) = Φ(a)− P (Z1 ≤ a, Z2 ≤ b), 2. P (Z1 > a, Z2 ≤ b) = Φ(b)− P (Z1 ≤ a, Z2 ≤ b), 3. P (Z1 > a, Z2 > b) = 1−Φ(a)− Φ(b) + P (Z1 ≤ a, Z2 ≤ b), where Φ is the standard normal distribution function.