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Re: Forcing Trig Identities

  • To: mathgroup at smc.vnet.net
  • Subject: [mg94640] Re: Forcing Trig Identities
  • From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
  • Date: Thu, 18 Dec 2008 07:22:57 -0500 (EST)
  • Organization: Uni Leipzig
  • References: <giao6o$8qt$1@smc.vnet.net>
  • Reply-to: kuska at informatik.uni-leipzig.de

Hi,

Mathematica 7. gives

pmn[\[Rho]_, x_, z_] :=
  PDF[MultinormalDistribution[{0, 0}, {{1, \[Rho]}, {\[Rho], 1}}], {x,
    z}]
res = Integrate[
   pmn[\[Rho], x, z], {x, -Infinity, 0}, {z, -Infinity, 0},
   Assumptions -> {\[Rho]^2 < 1, \[Rho] > 0}];

FunctionExpand[res] //
  FullSimplify[#, Assumptions -> {\[Rho]^2 < 1, \[Rho] > 0}] &

(Pi + 2*ArcSin[\[Rho]])/(4*Pi)

Regards
   Jens

Gary McClelland wrote:
> In earlier versions of Mathematica (I think 5 and before), the following code:
> 
> pmn[\[Rho]_ , x_, z_] := 
>  PDF[MultinormalDistribution[{0, 0}, {{1, \[Rho]}, {\[Rho], 1}}], {x, 
>    z}]
> Integrate[pmn[\[Rho], x, z], {x, -Infinity, 0}, {z, -Infinity, 0}, 
>  Assumptions -> {\[Rho] ^2 < 1, \[Rho] > 0}]
> 
> yielded:
> (\[Pi] + 2 ArcSin[\[Rho]])/(4 \[Pi])
> 
> now (Mathematica 7), I get the mathematically equivalent but less desirable:
> (\[Pi] - ArcTan[Sqrt[-1 + 1/\[Rho]^2]])/(2 \[Pi])
> 
> TrigReduce and FullSimplify fail to simplify what Mathematica 7 gives to the simpler expression Mathematica 5 yielded.  any suggestions on how to force trig identities?
> 


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