Bivariate Normal Distribution

Let (X,Y ) be a bivariate normal random vector with mean = (0, 0), and the correlation coefficient ρ. For given x, y, and ρ, the dialog box [StatCalc→Continuous→ Biv Normal→All Tail Probabilities] computes the following probabilities:

a. P (X ≤ x, Y > y)

b. P (X > x, Y > y)

c. P (X > x, Y ≤ y)

d. P (X ≤ x, Y ≤ y), and

e. P (|X| < x, |Y | < y).