After months of study I still do not get it. I apologize (see: Estimating values knowing their Pearson's r and their means and standard deviations)
Imagine, for example, I have two bivariate normal populations:
- A: mean 100, standard deviation 10
- B: mean 100, standard deviation 10
- Correlation: 0.9
How can I calculate the probability of obtaining a value of "95" or greater sampling from both A and B (that is, to obtain two "95"s or greater at the same time)?
From a simulation I performed in R, the probability might be around
Thank you, user2974951. The probability might be around
Edit: Thank you Xi'an. Now it is "Correlation: 0.9"