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Engineering Data Analysis2D

Joint Probability Distributions - Theory & Concepts - Engineering Data Analysis Bivariate Normal

Joint probability mass/density functions, marginal and conditional distributions, covariance, and correlation.

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Engineering Data Analysis • Topic 7

Bivariate Normal Distribution Contours

Std Dev X (σX\sigma_X)2.0
Std Dev Y (σY\sigma_Y)2.0
Correlation (ρ\rho)0.50
Covariance Matrix (Σ\mathbf{\Sigma})
Σ=[4.002.002.004.00]\mathbf{\Sigma} = \begin{bmatrix} 4.00 & 2.00 \\ 2.00 & 4.00 \end{bmatrix}
3-Sigma confidence boundary2-Sigma confidence boundary1-Sigma confidence boundary
Contours at 1σ, 2σ, and 3σ

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