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BinormalDistribution

Bivariate normal distribution. The full form is BinormalDistribution[{m1, m2}, {s1, s2}, rho]; the one-argument form BinormalDistribution[rho] has zero means and unit variances.

$ wo 'BinormalDistribution[{m1, m2}, {s1, s2}, r]'
BinormalDistribution[{m1, m2}, {s1, s2}, r]

The mean is the location vector:

$ wo 'Mean[BinormalDistribution[{m1, m2}, {s1, s2}, r]]'
{m1, m2}

The variances are the squared standard deviations:

$ wo 'Variance[BinormalDistribution[{m1, m2}, {s1, s2}, r]]'
{s1^2, s2^2}

Covariance gives the 2×2 covariance matrix:

$ wo 'Covariance[BinormalDistribution[{m1, m2}, {s1, s2}, r]]'
{{s1^2, r*s1*s2}, {r*s1*s2, s2^2}}