SOCR Bivariate Normal Calculator
https://socr.umich.edu/HTML5/BivariateNormalThe BVN2 version provides more accurate estimates of the Bivariate Normal Distribution probability calculation and relies on the modern 3D Plotly visualization. The SOCR Trivariate Normal Probability Calculator provides an approximation to the joint 3D probability distribution of 3 marginal distributions.
Marginal distribution - Wikipedia
https://en.wikipedia.org/wiki/Marginal_distributionDefinition Marginal probability mass function. Given a known joint distribution of two discrete random variables, say, X and Y, the marginal distribution of either variable – X for example — is the probability distribution of X when the values of Y are not taken into consideration. This can be calculated by summing the joint probability distribution over all values of Y.