Wolfram Function Repository

Instant-use add-on functions for the Wolfram Language

Function Repository Resource:

 EllipsoidProbability

Source Notebook

Find the cumulative probability within the specified elliptic domain

Contributed by: Wolfram Research

ResourceFunction["EllipsoidProbability"][dist,ellipse]

gives the cumulative probability of dist over ellipse centered at the mean of dist.

Details and Options

ResourceFunction["EllipsoidProbability"] is defined for elliptically contoured multivariate distributions such as MultinormalDistribution or MultivariateTDistribution.
Typically, ellipse is an Ellipsoid object obtained via EllipsoidQuantile.

Examples

Basic Examples (1) 

The probability inside an ellipsoid for a bivariate normal distribution:

In[1]:=
dist = MultinormalDistribution[{0, 0}, {{1, 0}, {0, 1}}]
Out[1]=
In[2]:=
ResourceFunction["EllipsoidProbability"][dist, ResourceFunction["EllipsoidQuantile"][dist, .5]]
Out[2]=

Requirements

Wolfram Language 11.3 (March 2018) or above

Version History

  • 1.0.0 – 19 February 2019

Related Resources

License Information