Hajivassiliou, Vassilis A.; McFadden, Daniel; Ruud, Paul A. - Cowles Foundation for Research in Economics, Yale University - 1994
An extensive literature in econometrics and in numerical analysis has considered the problem of evaluating the multiple integral P({bold B};mu,Omega) = integral_{a}^{b} n(v - mu, Omega)dv = E_{V}{bold 1}(V in {bold B}), where V is a m-dimensional normal vector with mean mu, covariance matrix ,...