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Student Support Forum: 'Multiple integration of the Multinormal Distribution' topicStudent Support Forum > General > Archives > "Multiple integration of the Multinormal Distribution"

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Andreas Bergandt
01/23/01 7:43pm

I would appreciate someone´s help with the following issue:

I need to calculate a multiple integral for the multinormal distribution. The upper and lower limits for the first integral are fixed and the limits for the second vary. The respective values are defined in the lists a and b below.

Is there a way to repeat the integration eight times and to get a list as an output for this caluclation?

Here is the code I have written so far:

<< statistics`MultinormalDistribution`
(r = {{1, 0.3}, {0.3, 1}};
ndist = MultinormalDistribution[{0, 0}, r])
densityfunction= PDF[ndist, {x1, x2}]
a = {5, 3.16, 1.96, -1.54, -2.34, -2.77, -3.29, -3.35};
b = {3.16, 1.96, -1.54, -2.34, -2.77, -3.29, -3.35, -5};
NIntegrate[densityfunction, {x1, 3.35, 5}, {x2, a, b}]

Thanks for your help...




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