Seeking Excel function for bivariate normal cdf

[Paul]

For some simple calculations, it would be useful for me to have a
function that ran in Excel and provided values for the bivariate
normal cdf. The values would only need to be accurate to two decimal
places. Many thanks for any pointers.

Best,
Paul

[Gaj Vidmar]

A little googling quickly finds a couple of readily and freely available
solutions:

1. http://www.rotman.utoronto.ca/~hull/software/

=> workbook http://www.rotman.utoronto.ca/~hull/software/bivar.xls

(enable macros, of course; just tested it, simple, works, VBA not protected
so you can get the function itself)

2. http://www.stuart.iit.edu/about/faculty/white_papers.shtml

=> paper
http://www.stuart.iit.edu/shared/shared_stuartfaculty/whitepapers/Thomopoulos_values.pdf)
=> tables (for bi-, tri, ..., 15-variate version)
http://www.stuart.iit.edu/shared/shared_stuartfaculty/whitepapers/thomopoulos_vlaues-tables.xls
=> functions (same as above and more)
http://www.stuart.iit.edu/shared/shared_stuartfaculty/whitepapers/thomopoulos_values-workbook.xls
(VBA is protected, though, so you can't see the functions, just use them)

3. http://www.ntrand.com/

doesn't provide CDF, but does provide random numbers from bivariate normal
CDF and many other related functions you may find useful

4. http://www.quantitativeskills.com/sisa/rojo/distribs.htm

=> http://www.quantitativeskills.com/sisa/rojo/bivarn.xls

(unfortunately, this one seems to be damaged, though all other spreadsheets
on this page work; at the bottom of the page, there is contact email of the
developer/maintainer, so write to him if need be)

Regards,

Assist.Prof. Gaj Vidmar, PhD
University Rehabilitation Institute, Republic of Slovenia
& Univ. of Ljubljana, Fac. of Medicine, Inst. of Biostatistics and Medical
Informatics

"Paul" <paulvo...@yahoo.com> wrote in message
news:c60ee78b-e422-4fb4...@d2g2000yqa.googlegroups.com...

[Paul]

Perfect, thank you.