pNormal3D¶
- pNormal3D(x1, x2, x3, rho12, rho13, rho23, tail=False)¶
Cumulative distribution function of a 3D Normal distribution.
- Parameters:
- x1float
First component of .
- x2float,
Second component of .
- x3float
Third component of .
- rho12float
Correlation between the first and second margin.
- rho13float
Correlation between the first and third margin.
- rho23float
Correlation between the second and third margin.
- tailbool, optional
Tail flag. Default value is False. If True, the complementary CDF is computed.
- Returns:
- pfloat
The CDF or the complementary CDF at point .
Notes
The Normal distribution is tridimensional, centered and with a unit-variance.
Examples
>>> import openturns as ot >>> cdf = ot.DistFunc.pNormal3D(1.0, 0.5, 2.5, 0.5, 0.2, 0.0) >>> cdf = ot.DistFunc.pNormal3D(1.0, 0.5, 2.5, 0.5, 0.2, 0.0, True)