Calculate the complementary bivariate normal.

Hello,

I am trying to code the ITU-R P.618, but I'm stuck at the computation of this "complementary bivariate normal distribution". Later in the paper the matlab command "mvncdf" is suggested however I don't get how to input the values.

I've already got all the variables involved.

Can anyone help me to code this?

Answer 1

[Paul]

I think you can use mvncdf as:

Cb = mvndcf([alpha alpha],[inf inf],[0 0],[1 rho;rho 1])

[Luca Caffiero]

Perfect thank you!