This is the mail archive of the
gsl-discuss@sources.redhat.com
mailing list for the GSL project.
Acquiring percentile ellipses in Bivariate Gaussian Distribution
- From: Simon Ching <simon_ching at yahoo dot com>
- To: gsl-discuss at sources dot redhat dot com
- Date: Tue, 12 Aug 2003 21:25:12 +0800 (CST)
- Subject: Acquiring percentile ellipses in Bivariate Gaussian Distribution
Hello,
Suppose I have the mean_x, mean_y, variance_x,
variance_y
and covariance of a certain sample, then I can easily
determine the pdf of the fitted bivariate gaussian
distribution
using the gsl_ran_bivariate_gaussian_pdf () function.
However I am interested in determining the percentile
ellipses of the bivariate gaussian distribution, say
an ellipse
which enclosed 70% of the total mass of the pdf.
Can GSL help me on that, and how?
Thanks.
Regards,
Simon.
=====
Simon E Ching
-----------------------------------------------------------
email: simon_ching@yahoo.com
http://www.geocities.com/simon_ching/
_______________________________________________________________________
Do You Yahoo!?
Get your free @yahoo.com.hk address at http://mail.english.yahoo.com.hk