'CDF or area under the curve for a bivariate normal distribution in Excel
I want to calculate the cumulative density function for a bivariate normal distribution consisting of two continuous variables that are correlated. I want to do so without making use of external add-ons. The ultimate goal is to calculate the area under the curve for a given set of intervals (e.g., 0 < X < 1, 0 < Y < 1). Yes, these calculations must be performed in Excel.
This video helped me to calculate the PDF for any given set of values, but I am not sure how to proceed.
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