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  #1 (permalink)  
Old 07-17-2012, 11:49 PM
aly omara
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Default multiple numerical integration

hi all,

i want to perform multiple integration for which the integrand is a
product of three functions:
1-wishart distribution
2- multivariate normal
3-a function that does not have a closed form , however , it is
something that takes different values according to a certain loop

note that the limits of the integration themselves are those loop
values?!

any suggestions??

thanks in advance
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  #2 (permalink)  
Old 07-18-2012, 01:39 AM
Kenneth M. Lin
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Default Re: multiple numerical integration

Do it by hand.

"aly omara" wrote in message
news:fd25c104-2395-4b88-8e1e-cd874e3d80b7@s1g2000vbj.googlegroups.com...

hi all,

i want to perform multiple integration for which the integrand is a
product of three functions:
1-wishart distribution
2- multivariate normal
3-a function that does not have a closed form , however , it is
something that takes different values according to a certain loop

note that the limits of the integration themselves are those loop
values?!

any suggestions??

thanks in advance

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  #3 (permalink)  
Old 07-18-2012, 09:10 AM
aly omara
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Default Re: multiple numerical integration

On Jul 17, 6:39*pm, "Kenneth M. Lin" <kenneth_m_...@sbcglobal.net>
wrote:
> Do it by hand.
>
> "aly omara" *wrote in message
>
> news:fd25c104-2395-4b88-8e1e-cd874e3d80b7@s1g2000vbj.googlegroups.com...
>
> hi all,
>
> i want to perform multiple integration for which the integrand is a
> product of three functions:
> 1-wishart distribution
> 2- multivariate normal
> 3-a function that does not have a closed form , however , it is
>!1 something that takes different values according to a certain loop
>
> note that the limits of the integration themselves are those loop
> values?!
>
> any suggestions??
>
> thanks in advance


it cannot be done by hand? it is very complicated
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