[Scilab-users] {EXT} n dimensional normal distribution

[Dang Ngoc Chan, Christophe]

Hello,

> De : fujimoto2005
> Envoyé : dimanche 18 mars 2018 17:32
>
> Let x1, x2, .., xn be an random variable of n dimensional normal distribution.
> Is there any function that gives the probability of {x1> = k1}&{x2> = k2}&...&{xn> = kn}?

I'm not sure I understand well your need.

You can have the cumulative distribution function of the normal law with cdfnor()

https://help.scilab.org/docs/6.0.1/en_US/cdfnor.html

In your case, the syntax is [P,Q]=cdfnor("PQ",X,Mean,Std)

So I guess the probability you're looking for would be the product of the Qs for all your single component.

Additional functions can be found in the CASCI Atoms module:
http://atoms.scilab.org/toolboxes/casci

HTH

--
Christophe Dang Ngoc Chan
Mechanical calculation engineer
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