pNormal2D

pNormal2D(x1, x2, rho, tail=False)

Cumulative distribution function of an 2D standard Normal distribution.

Parameters:
x1float

First component of \vect{x}.

x2float, \sigma >0

Second component of \vect{x}.

rhofloat

Correlation between the first and second 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 \vect{x} = (x_1, x_2).

Notes

The Normal distribution is bidimensional, centered and with a unit-variance.

Examples

>>> import openturns as ot
>>> cdf = ot.DistFunc.pNormal2D(1.0, 1.0, 0.9)
>>> cdf = ot.DistFunc.pNormal2D(1.0, 1.0, 0.9, True)