I want to calculate the cumulative bivariate normal distribution of two standard normal variables. Is there a SAS PROC or SAS FUNCTION that does this? When rho=0, this is easy but rho =^ 0, it's more involved. For example, suppose x1=-2.05 and x2=-1.64. -2.05 is associated 0.02 with and -1.64 is associated with 0.05. When rho=0, you just multiply 0.02*0.05 to get 0.001 but when rho N=^ 0 it's a little messy. Trying to avoid writing the code if SAS has a PROC of FUNCTION that does this for me. No IML please.
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