pNormal3D

pNormal3D(x1, x2, x3, rho12, rho13, rho23, tail=False)

Cumulative distribution function of a 3D Normal distribution.

Parameters:
x1float

First component of \vect{x}.

x2float, \sigma >0

Second component of \vect{x}.

x3float

Third component of \vect{x}.

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

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, x_3).

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)