Glossary

Bivariate Normal Distribution

Bivariate Normal Distribution:

Bivariate normal distribution describes the joint probability distribution of two variables, say X and Y, that both obey the normal distribution. The bivariate normal is completely specified by 5 parameters:

m_x, m_y are the mean values of variables X and Y, respectively;

s_x, s_y are the standard deviation s of variables X and Y;

r_xy is the correlation coefficient between X and y.

An essential feature of the bivariate normal distribution is that zero correlation (r=0) necessarily means that X and Y are independent random variables .

Browse Other Glossary Entries

Test Yourself

Planning on taking an introductory statistics course, but not sure if you need to start at the beginning? Review the course description for each of our introductory statistics courses and estimate which best matches your level, then take the self test for that course. If you get all or almost all the questions correct, move on and take the next test.