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Student Support Forum: 'NIntegrate function with CDF' topicStudent Support Forum > General > Archives > "NIntegrate function with CDF"

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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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