`scipy.stats._qmvnt:_bvn`

source: build-install/usr/lib/python3.14/site-packages/scipy/stats/_qmvnt.py:462

Signature

def _bvn(a, b, A)

Summary

Bivariate normal integration over box bounds.

Extended Summary

For X ~ N(0, A) with covariance matrix A = [[s1**2, rho*s1*s2], [rho*s1*s2, s2**2]], return

P(a[0] <= X[0] <= b[0], a[1] <= X[1] <= b[1]).

Parameters

a, b : (2,) array_like: The low and high integration bounds.
A : (2, 2) array_like: Covariance matrix.

Returns

p : float: Probability within the bounds.

Notes

Computed via 4-corner inclusion-exclusion on the standardized bivariate normal survival function _bvnu with correlation r = s12 / (s1 * s2), where s12 = A[0, 1] is the covariance between X[0] and X[1]. The result is clipped to [0, 1].

Aliases

scipy.stats._qmvnt._bvn