bivariateChiSquare.hh File Reference

Simple expression for the chi-square in the bivariate case. More...

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Functions
double	bivariateChiSquare (double mux, double muy, double sx, double sy, double rho, double x, double y)

Detailed Description

Simple expression for the chi-square in the bivariate case.

Author: I. Volobouev

August 2022

Function Documentation

bivariateChiSquare()

double bivariateChiSquare	(	double	mux,
		double	muy,
		double	sx,
		double	sy,
		double	rho,
		double	x,
		double	y
	)

Imagine the bivariate normal density. mux and muy are shifts (means). sx and sy are the standard deviations (must be positive). rho is the correlation coefficient (must have |rho| < 1.0). The function returns the chi-square between the bivariate mean and the point (x, y). The bivariate normal density at (x, y) is proportional to exp(-chi_square/2).