Standard deviations do not go in covariance matrices. My clue to you is that 5 and 2 are the standard deviations of x and y. You had to calculate it from the fact that they gave you the standard deviation of x and y, as well as the pearson's coefficient between x and y. However, I remember from your previous question that they didn't give you that sigma. I can tell you that your sigma matrix is not positive definite (your off-diagonals are larger than your diagonals, so your pearson's coefficient is greater than 1). Another way of knowing that your matrix is positive definite is if all diagonals are positive, real numbers and the pearson correlation is between -1 and 1 (non-inclusive). The easiest way to think of positive-definite is that all eigenvalues of the matrix must be positive, real numbers. Symmetric means Aij = Aji (so in your case, since it's just a 2x2 then your first row, second column must equal your second row, first column). The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there. This function estimates Flood Frequencies using U. This means he matrix must be a symmetric, positive-definite matrix. The following Matlab project contains the source code and Matlab examples used for log pearson flood flow frequency using usgs 17b.
The input to mvncdf must be a covariance matrix.
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