# include
# include
# include
# include
# include "toms462.h"
/******************************************************************************/
void bivariate_normal_cdf_values ( int *n_data, double *x, double *y,
double *r, double *fxy )
/******************************************************************************/
/*
Purpose:
BIVARIATE_NORMAL_CDF_VALUES returns some values of the bivariate normal CDF.
Discussion:
FXY is the probability that two variables A and B, which are
related by a bivariate normal distribution with correlation R,
respectively satisfy A <= X and B <= Y.
Mathematica can evaluate the bivariate normal CDF via the commands:
<