Re: please explain why numerical integration is attempted

*To*: mathgroup at smc.vnet.net*Subject*: [mg72537] Re: [mg72492] please explain why numerical integration is attempted*From*: Darren Glosemeyer <darreng at wolfram.com>*Date*: Fri, 5 Jan 2007 02:22:14 -0500 (EST)*References*: <200701030542.AAA29349@smc.vnet.net>

Chris Chiasson wrote: > Needs["Statistics`MultinormalDistribution`"] > CDF[MultinormalDistribution[{1, > 3},{{1/50,-2/125},{-2/125,9/500}},{{1/(5*Sqrt[2]),0},{(-2*Sqrt[2])/25, > Sqrt[13]/50}}],{2/10,1}] > > Thank you, > > Closed form results are generally not known for cdfs of multivariate normal distributions with non-diagonal covariance matrices. Numeric methods are needed to obtain a result. Darren Glosemeyer Wolfram Research

**References**:**please explain why numerical integration is attempted for this input***From:*"Chris Chiasson" <chris@chiasson.name>