Simulates, via Monte Carlo, the area of a 2D, rectangular tile^* with correlated Gaussian sides: W, width, and H, height, with their mean and standard deviations, μ and σ, and correlation ρ (in the interval 0–1). From the quantiles, p_low and p_upp, are computed x_low and x_upp, such that Pr(x_low < X < x_upp) = p_upp − p_low = 90% (this value for the base data,). (For continuous variables, '<' and '≤' are interchangeable.)

(Tolerance is for the inversion of the Gaussian distribution.)

Some theoretical and simulated results are given, and a plot is shown for the (simulated) 'pdf' and 'cdf'.

(^* Portuguese for tile is "mosaico".)

• Google "rectangle"

• 1909-07-15: Cochran, William Gemmell (1980-03-29).