[R] from a normal bivariate distribution to the marginal one

From: Elisabetta Petracci <elisabetta.petracci_at_unimi.it>
Date: Wed, 23 Jan 2008 13:18:50 +0100


I'm quite new with R and so I would like to know if there is a command to calculate an integral.
In particular I simulated a bivariate normal distribution using these simple lines:

rbivnorm <- function(n, # sample size

                    mux,     # expected value of x

                    muy,     # expected value of Y

                    sigmax,  # standard deviation of X

                    sigmay,  # standard deviation of Y

                    rho){    # correlation coefficient

           x <- rnorm(n,mux,sigmax)
           y <- rnorm(n,muy+rho*sigmay*(x-mux)/sigmax, sigmay*sqrt(1-rho2))


In this way I've sampled from a normal bivariate distribution and I've obtained two vectors of values:x and y..

Now, I would like to find the marginal distribution of y from the bivariate distribution.
Is there a command to do this?
Thank you,


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