XLeratorDB/statistics Documentation
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