Joint Density of Trivariate Gaussian Random Variables

σ

X

1

σ

Y

1

σ

Z

1

ρ

X,Y

0

ρ

X,Z

0

ρ

Y,Z

0

This Demonstration shows a 3D plot of a level surface of the probability density function for a trivariate Gaussian (normal) density with zero means. You can adjust the standard deviations (

σ

X

,

σ

Y

,

σ

Z

) and correlation coefficients (

ρ

X,Y

ρ

X,Z

,

ρ

Y,Z

) for the random variables with the sliders.