Re: Can anyone help me Thanks

*To*: mathgroup at smc.vnet.net*Subject*: [mg75758] Re: Can anyone help me Thanks*From*: dh <dh at metrohm.ch>*Date*: Thu, 10 May 2007 05:07:09 -0400 (EDT)*References*: <f1s05f$9q5$1@smc.vnet.net>

Hi Alice, there were syntax errors in the definition od pf2: pf2[A1_/;NumericQ[A1],A2_/;NumericQ[A2]]:= PDF[ndist2,{(Log[A1/S1]-(s1^2/2))/s1,(Log[A2/S2]-(s2^2/2))/s2}]; unfortunately, as fn,s1,s2 are not known, your code can not be executed. hope this helps, Daniel ä½³ç?²chialing wrote: > My question is as follow, > 'S1,s1,S2,s2 is constant, fn is a function with variable A1, A2 > << Statistics`MultinormalDistribution`; > rr = {{1, 0.75}, {0.75, 1}}; > ndist2 = MultinormalDistribution[{0, 0}, rr]; > pf2[A1_, A2_] : = {PDF[ndist2,{(Log[A1/S1]-(s1^2/2))/s1,((Log[A2/S2]-(s2^2/2))/s2}]}[[1]]; > z = NIntegrate[1/(A1 A2)*(fn[A1, A2]pf2[A1, A2]), {A1, 0, Infinity}, {A2, 0, Infinity}, MinRecursion -> 5, MaxRecursion -> 10]; > > I want to extend the 36 dimensional MultinormalDistribution, could you help me? > i.e. > << Statistics`MultinormalDistribution`; > 36r = {{1, 0.75,........................}, {0.75, 1,..............}.........................}; > ndist36 = MultinormalDistribution[{0, 0,...................}, 36r]; > pf36[A1_, A2_,A3_...............] : = {PDF[ndist36,{(Log[A1/S1]-(s1^2/2))/s1,((Log[A2/S2]-(s2^2/2))/s2},..........]}[[1]]; > z = NIntegrate[1/(A1 A2 .........)*(fn[A1, A2,...........]pf36[A1, A2,.........]), {A1, 0, Infinity}, {A2, 0, Infinity},................ MinRecursion -> 5, MaxRecursion -> 10]; > > Thank you again. > Sincerely, > > Alice > >