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:[email protected]]
Sent: Friday, November 22, 2002 10:26 AM
To: [email protected]
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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