How to compute the bivariate normal distribution CDF with rho in Matlab?

Question

I want to compute the bivariate normal distribution CDF with rho in matlab, but I just find mvncdf function http://www.mathworks.com/help/stats/mvncdf.html. I do not know how to use it and how to use the rho. could you show me an example?

Answer 1

The mean vector is $\mu = \begin{bmatrix} \mu_x \\ \mu_y \end{bmatrix}$ and the covariance matrix is $\Sigma = \begin{bmatrix} \sigma_x^2 & \rho \sigma_x \sigma_y \\ \rho \sigma_x \sigma_y & \sigma_y^2 \end{bmatrix}$.