 level3 unnumbered">
<h3>Bivariate normal cumulative distribution function</h3>
<p>For another example of user-defined functions, consider the following
definition of the bivariate normal cumulative distribution function
(CDF) with location zero, unit variance, and correlation <code>rho</code>.
That is, it computes
<span class="math display">\[
\mbox{binormal\_cdf}(z_1, z_2, \rho) = \mbox{Pr}[Z_1 &gt; z_1 \mbox{ and } Z_2 &gt; z_2]
\]</span>
where the random 2-vector <span class="math inline">\(Z\)</span> h