[R] p value for joint probability

[Petr Savicky]

On Tue, Feb 01, 2011 at 08:31:57PM +0100, moleps wrote:
> 
> My terminology is probably way off. I´ll try again in plain english. 
> 
> I´d like  to generate a scatter plot of r1 & r2 and color code each pair according to the probability of observing the pair given that the two samples (r1 & r2) are drawn from two independent normal distributions.

When you say probability, do you actually mean the density function?

  http://en.wikipedia.org/wiki/Probability_density_function

The probability that a random point belongs to a region is 
the integral of the density function over that region. If the
region is a single point, then this integral is zero.

Functions related to a multivariate normal distribution may
be computed using package

  http://cran.at.r-project.org/web/packages/mvtnorm/index.html

Petr Savicky.