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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