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>
- please explain why numerical integration is attempted for this input