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Subject: double integration with matlab?
Date: Wed, 23 Jul 2008 01:41:02 +0000 (UTC)
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Hi, evvryone!

How to compute the following rectangle double integration 
problem:
int_{-c}^{c} int_{-c}^{c} f(x,y) dy dx

where c is a given positive real value and f(x,y) is the 
PDF function of the standard bivariate normal distribution, 
i.e., 
f(x,y) = exp(-(x^2-2*r*x*y+y^2)/2/(1-r^2))/(2* pi* sqrt(1- 
r^2))

thank you very much!