Re: Integrate the Multivariate normal distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg67504] Re: Integrate the Multivariate normal distribution
- From: "Ray Koopman" <koopman at sfu.ca>
- Date: Thu, 29 Jun 2006 00:09:00 -0400 (EDT)
- References: <31541561.1151237675216.JavaMail.root@eastrmwml07.mgt.cox.net> <e7npcb$bps$1@smc.vnet.net> <e7qmnn$6n2$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Ray Koopman wrote:
> [...]
> Integrate[f[x,y,r],{y,-Infinity,u}] = f[z] * F[(u-r*x)/Sqrt[1-r^2]],
That should read
Integrate[f[x,y,r],{y,-Infinity,u}] = f[x] * F[(u-r*x)/Sqrt[1-r^2]]