MathGroup Archive 2007

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: please explain why numerical integration is attempted


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


  • Prev by Date: Re: Orderless attribute for named functions and function arguments
  • Next by Date: Re: how to plot a 2-parametric output from Solve with
  • Previous by thread: Re: please explain why numerical integration is attempted
  • Next by thread: Re: please explain why numerical integration is attempted for this input