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

Tail flag.

Default value is False.

If True, the complementary CDF is computed.

Returns:

p: float: 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)

OpenTURNS