6.3.11.1.1. statsmodels.sandbox.distributions.quantize.prob_bv_rectangle¶

statsmodels.sandbox.distributions.quantize.prob_bv_rectangle(lower, upper, cdf)[source]¶

helper function for probability of a rectangle in a bivariate distribution

Parameters:

lower : array_like

tuple of lower integration bounds

upper : array_like

tuple of upper integration bounds

cdf : callable

cdf(x,y), cumulative distribution function of bivariate distribution

how does this generalize to more than 2 variates ?