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oCumBiNorm( ) Function

Component

Resolution - Utility

 

 

Function Definition

oCumBiNorm(A, B, Rho)

Calculates the cumulative bivariate normal distribution with upper integral limits a and b, and correlation coefficient ρ.

 

 

Function Parameters

 

Parameters

Description

 

Parameter Type

 

Restrictions

.

A

 

Upper intergral limit

 

Double

 

B

 

Upper intergral limit

 

Double

 

Rho

 

Correlation coefficient.

 

Double

 

Rho > -1
Rho < 1

In This Section

oCumBiNorm( ) - Model Definition

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