[R] Bivariate Normal Variables and correlation

From: Marina Niessner <marinak_at_uchicago.edu>
Date: Wed 18 Jan 2006 - 07:45:18 EST


I have two variables X and Y that have a bivariate standard normal distribution. From the data I can obtain the probability that

P(X >= a, Y>= b) where "a" and "b" are cutoff values. Is there a way to calculate the Corr(X,Y) using this information?  

Thank you very much,

Marina  

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