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The numerical evaluation of a class of integrals

Published online by Cambridge University Press:  24 October 2008

P. A. P. Moran
P. A. P. Moran
Affiliation:
Australian National UniversityCanberra, A.C.T.
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Abstract

Suppose that x1, …, xn are jointly distributed in a multivariate normal distribution, f(x1 …, xn), with a given correlation matrix (ρij). Then the evaluation of

is a problem which has been much discussed and has many applications (see David (1)). When n = 3

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 52 , Issue 2 , April 1956 , pp. 230 - 233
Copyright
Copyright © Cambridge Philosophical Society 1956

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References

REFERENCES

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