PROBBNRM Function

PROBBNRM Function

Computes a probability from the bivariate normal distribution

Category: Probability

Syntax

PROBBNRM ( x, y, r )

Arguments

x

• is a numeric variable.

y

• is a numeric variable.

r

• is a numeric correlation coefficient.

• Range: -1 ‰ r ‰ 1

Details

The PROBBNRM function returns the probability that an observation (X, Y) from a standardized bivariate normal distribution with mean 0, variance 1, and a correlation coefficient r , is less than or equal to ( x , y ). That is, it returns the probability that X ‰ x and Y ‰ y . The following equation describes the PROBBNRM function, where u and v represent the random variables x and y , respectively:

Examples

SAS Statements	Result
p=probbnrm(.4, -.3, .2); put p;	0.2783183345