Advertisement
Guest User

Untitled

a guest
Feb 20th, 2017
92
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 0.19 KB | None | 0 0
  1. mean = [0,0]
  2. low = np.array([-np.inf, -np.inf])
  3. upp = scipy.stats.norm.ppf([0.03, 0.04])
  4. rho = Symbol('rho')
  5. rho = solve((mvn.mvnun(low, upp, mean, [[1,rho],[rho,1]]))[0] - 0.03)
  6. print(rho)
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement