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From: naseeb on 23 Mar 2010 18:00
Hi,

I have tried to use the mvncdf function to calculate bivariate normal. The problem I am facing is, how to calculate their covariance matrix?

I know variances, diagonal elements. But don't know how to calculate their correlation co-efficients (ro). Can anyone help me please??

Thanks
Naseeb
From: Sadik on 23 Mar 2010 20:40
Hi Naseeb,

doc cov

Best.
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