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
佳�chialing 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
>
>