Integral?
- To: mathgroup at smc.vnet.net
- Subject: [mg14112] Integral?
- From: Torben Mikael Hansen <torhans at image.dk>
- Date: Fri, 25 Sep 1998 03:15:36 -0400
- Organization: UNI-C
- Sender: owner-wri-mathgroup at wolfram.com
Hi
How do I make Mathematica perform the double integral
Integrate[Integrate[Exp[x]*Exp[y]*p[x,y],{x,-Infinity,Infinity}],{y,-Infinity,Infinity}]
where
p[x_,y_]:=1/(2 Pi s^2 Sqrt[1-r^2])*Exp[-(x^2-2 r s x y +y^2)/(2 s^2
(1-r^2))]
and I know
r is a real, positive number less than 1 s is a real, positive number
Another system gives
Exp[(r+1) s^2]
Regards
Torben M. Hansen