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Multivariate Statistics Package Symbol

EllipsoidProbability

EllipsoidProbability[dist, ellipse]
gives the cumulative probability of dist over ellipse centered at the mean of dist.

To use EllipsoidProbability, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].

EllipsoidProbability is defined for elliptically contoured multivariate distributions such as MultinormalDistribution or MultivariateTDistribution.

The probability inside an ellipsoid for a bivariate normal distribution:

Needs["MultivariateStatistics`"]

The probability inside an ellipsoid for a bivariate normal distribution: