| Author |
Comment/Response |
Rahul R. Marathe
|
 06/17/04 1:12pm
i am trying to get a numerical solution for integrating a CDF of a bivariate normal distribution. the function is of the type:
NIntegrate[CDF[MultinormalDistribution[(mu1,mu2),(1,r),(r,1)],{x(t),y(t)}],{t,0,infinity}]
however, every time i am getting a message that:
"Numerical integration stopping due to loss of precision. Achieved neither \
the requested PrecisionGoal nor AccuracyGoal; suspect one of the following: \
highly oscillatory integrand or the true value of the integral is 0. If your \
integrand is oscillatory try using the option Method->Oscillatory in \
NIntegrate."
please help.
Thanks and regards
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