www.gusucode.com > stats 源码程序 matlab案例代码 > stats/ComputeCumulativeProbabilitiesOverRegionsExample.m
%% Compute Cumulative Probabilities Over Regions % % Copyright 2015 The MathWorks, Inc. %% % Since the bivariate normal distribution is defined on the plane, you can % also compute cumulative probabilities over rectangular regions. %% % Compute the probability contained within the unit square, and create a % contour plot of the results. mu = [0 0]; Sigma = [.25 .3; .3 1]; x1 = -3:.2:3; x2 = -3:.2:3; [X1,X2] = meshgrid(x1,x2); F = mvnpdf([X1(:) X2(:)],mu,Sigma); F = reshape(F,length(x2),length(x1)); mvncdf([0 0],[1 1],mu,Sigma); contour(x1,x2,F,[.0001 .001 .01 .05:.1:.95 .99 .999 .9999]); xlabel('x'); ylabel('y'); line([0 0 1 1 0],[1 0 0 1 1],'linestyle','--','color','k'); %% % Computing a multivariate cumulative probability requires significantly % more work than computing a univariate probability. By default, the % |mvncdf| function computes values to less than full machine precision, % and returns an estimate of the error as an optional second output. [F,err] = mvncdf([0 0],[1 1],mu,Sigma)