Vaupo-  I think that
    pmvnorm(lower=-Inf*c(1,1),upper=c(2,3),corr=sigma)
does what you want.

Ron

Vaupo wrote:
Hi,

I´ve got a problem with using the pmvnorm function.

For example ,if i assume a bivariate normal distribution with mean=(0,0) and
sigma=(1,0.5,0.5,1)
how do i generate the probability for X1<=2 and X2<=3 ?




--
R. R. Burns
Physicist (Retired)
Oceanside, CA

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