Acquiring percentile ellipses in Bivariate Gaussian Distribution

Simon Ching simon_ching@yahoo.com
Tue Aug 12 14:04:00 GMT 2003


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/

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