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st: RE: multivariate normal distribution


From   Friederike Barthel <friederike.barthel@ctu.mrc.ac.uk>
To   "'Nichols, Austin'" <ANichols@ui.urban.org>, "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: multivariate normal distribution
Date   Tue, 14 Sep 2004 17:51:09 +0100

You are right. As far as I can see at the moment for practical purposes I
only need to get up to 4 or 5 normally distributed variables, though.

-----Original Message-----
From: Nichols, Austin [mailto:ANichols@ui.urban.org]
Sent: 14 September 2004 17:48
To: 'friederike.barthel@ctu.mrc.ac.uk'
Subject: RE: multivariate normal distribution


This is an interesting question.  So you will specify a complete matrix of
correlations between N different normally distributed variables?  Note
-binorm- only needs the single correlation r but you will need about
((N-1)^2)/2 parameters for the general problem.

-----Original Message-----
From: Friederike Barthel [mailto:friederike.barthel@ctu.mrc.ac.uk]
Sent: Tuesday, September 14, 2004 12:15 PM
To: 'statalist@hsphsun2.harvard.edu'
Subject: st: multivariate normal distribution


Dear List

I was wondering whether anybody has already written a command similar to -
binorm -  to return the joint cumulative distribution of the standard
multivariate normal distribution or has any pointers from other programs
(e.g Fortran)?

Any help appreciated!

Thank you!

Regards

Sophie


-------------------------------------------------------------
Friederike Maria-Sophie Barthel
PhD Student

MRC Clinical Trials Unit
222 Euston Road
London
NW1 2DA

Tel: 020 7670 4828
Mob: 07939 144610

www.fm-sbarthel.de


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