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Summary A detail discription of the Bivariate Distribution R50,00   Add to cart
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  3. University Of Pretoria (UP)
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Summary A detail discription of the Bivariate Distribution

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This document contains a detail explanation of the bivariate distribution together with examples ,that will help you check how well you understand the topic

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  • August 31, 2022
  • 10
  • 2022/2023
  • Summary

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1. What is a Bivariate Normal Distribution?
IMPORTANT!
1. The “regular” normal distribution has one random variable.
2. A bivariate normal distribution is made up of two independent random variables.



The two variables in a bivariate normal are both are normally distributed, and they have a
normal distribution when both are added together.




Visually, the bivariate normal distribution is a three-
dimensional bell curve.




2. PDF of the Bivariate Normal Distribution.
 For any x value between the maximum &
minimum point on the x-axis
 For any y value between the maximum &
minimum point on the y-axis
 The probability of the 1ste & 2nd variables
standard deviation must be greater than 0.
 The correlation coefficient is between -1 & 1.if
the value is between -1 & 1 than the variables
are dependent.

, Examples:




We can see that this pdf displays a general bell-shaped appearance. It looks like a mountain
of normal distribution curves. The surface is centered at the point (μ1, μ2), that is,
the centroid. This distribution is also referred to as two-dimensional Normal.




Parameters:

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