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

Elisabetta Petracci elisabetta.petracci at unimi.it
Wed Jan 23 13:18:50 CET 2008


Hello,

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))

           cbind(x,y)
           }

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,

Elisabetta



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