0
$\begingroup$

Is that possible to reduce/simplify the following integration into something like bivariate normal CDF?

$$ \int_{-\infty}^\infty \Phi_2(x,y+az;\rho)\phi(z)dz $$

where $\Phi_2()$ is CDF function of bivariate standard normal distribution and $\phi()$ is PDF function of standard normal distribution, and $a$ is a constant.

Thanks a lot.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.