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eXtreme Gammon question

Posted By: MaX
Date: Friday, 28 August 2009, at 6:51 a.m.

In Response To: eXtreme Gammon question (Chuck Bower)

If the problem is calculating the cumulative distribution function of a multivariate normal distribution, then you can only use numerical integration.

http://en.wikipedia.org/wiki/Multivariate_normal_distribution

Not sure it's worth the effort to slam this into a bg bot.

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