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NTBINORMDIST

Returns the bivariate normal distribution

Syntax

NTBINORMDIST(
X1,
X2,
Corr,
Cumulative
)

Parameters

  • X1 is the value of 1st. variable for which you want the distribution.
  • X2 is the value of 2nd. variable for which you want the distribution.
  • Corr is a correlation coefficient between 2 variables ρ;(1ρ1)\rho;(-1\leq \rho \leq 1).
  • Cumulative is a logical value that determines the form of the function. If cumulative is TRUE, NTBINORMDIST returns the cumulative distribution function; if FALSE, it returns the probability density function.

Remark

  • If ρ=±1\rho=\pm 1, the probability density is singular at X1=X2 (returns #VALUE! error).

Example

  • The example may be easier to understand if you copy it to a blank worksheet\
How to copy an example
  1. Create a blank workbook or worksheet.

  2. Select the example in the Help topic.

    Note  Do not select the row or column headers.

    Selecting an example from Help

    Selecting an example from Help

  3. Press CTRL+C.

  4. In the worksheet, select cell A1, and press CTRL+V.

  5. To switch between viewing the results and viewing the formulas that return the results, press CTRL+` (grave accent), or on the Tools menu, point to Formula Auditing, and then click Formula Auditing Mode.

AB
1DataDescription
21.5Value of 1st. variable for which you want the distribution
3-1Value of 2nd. variable for which you want the distribution
40.5Correlation coefficient
5FormulaDescription (Result)
6=NTBINORMDIST(A2,A3,A4,TRUE)Cumulative distribution function for the terms above
7=NTBINORMDIST(A2,A3,A4,FALSE)Probability density function for the terms above

See also