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st: RE: integrals


From   "FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)" <alan.h.feiveson@nasa.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: integrals
Date   Fri, 22 Nov 2002 12:41:07 -0600

Clara -

You can integrate with respect to y first in closed form, since the integral
of a bivariate normal density with respect to one variable is just the
marginal of the other variable. The what you have left is just partial
integral of x*g(x) where g(x) is the marginal density of x. Since x*g(x) is
a perfect differential when g(x) is a normal density, you can get the
indefinite integral in closed form - so you can do the whole thing in closed
form!

Al Feiveson

-----Original Message-----
From: Clara [mailto:bldvegac@xa.bs.ehu.es]
Sent: Friday, November 22, 2002 10:26 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: integrals


hi, I need to solve a double integral. This integral does not have an
analytic solution, then i need to do this numerically. There are someone
that know how can i do this in stata??

I need to integral:
 x*f(x,y)dxdy

where f(x,y) is a bivariate normal density function.
the integration intervals are: [-infinity, 0.56]

thanks, clara   



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