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MathGroup Archive 2007

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Re: please explain why numerical integration is attempted for this input

  • To: mathgroup at smc.vnet.net
  • Subject: [mg72539] Re: [mg72492] please explain why numerical integration is attempted for this input
  • From: "Chris Chiasson" <chris at chiasson.name>
  • Date: Fri, 5 Jan 2007 02:30:16 -0500 (EST)
  • References: <200701030542.AAA29349@smc.vnet.net> <459D1B60.5080501@wolfram.com>

Thanks for the reply.

Why doesn't it just return unevaluated or with a symbolic integral?

On 1/4/07, Darren Glosemeyer <darreng at wolfram.com> wrote:
> 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
>


-- 
http://chris.chiasson.name/


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