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BGonline.org Forums
eXtreme Gammon question
Posted By: MaX In Response To: eXtreme Gammon question (Chuck Bower)
Date: Friday, 28 August 2009, at 6:51 a.m.
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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