[…] A previous article discussed how to compute probabilities for the bivariate standard normal distribu…. The standard bivariate normal distribution with correlation ρ is denoted BVN(0,ρ). For any point (x,y), you can use the PROBBNRM function in SAS to compute the probability that the random variables (X,Y) ~ BVN(0,ρ) is observed in the "southwest quadrant": P(X < x, Y < y). Thus, PROBBNRM evaluates the two-dimensional CDF for the BVN(0,ρ) distribution. …