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XLeratorDB/statistics Documentation

SQL Server bivariate normal distribution function


BIVAR

Updated: 31 January 2012


Use BIVAR to calculate bivariate normal probabilities. BIVAR calculates the probability that x < z1 and x < z2. 
Syntax
SELECT [wctStatistics].[wct].[BIVAR](
  <@z1, float,>
 ,<@z2, float,>
 ,<@rho, float,>)
Arguments
@z1
the first upper integration limit. @z1 is an expression of type float or of a type that can be implicitly converted to float
 
@z2
the second upper integration limit. @z2 is an expression of type float or of a type that can be implicitly converted to float
 
@rho
the correlation coefficient. @rho is an expression of type float or of a type that can be implicitly converted to float.  
Return Types
float
Example
SELECT wct.BIVAR(6.1572,5.9186,-0.16) as BIVAR
This produces the following result.
                 BIVAR
----------------------
     0.999999998006321


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