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Subject: Re: simple integration of joint normal - TPT doesn't work
Date: Tue, 17 Mar 2009 18:20:17 +0000 (UTC)
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found the BUG!!
I forgot to take log of levSde1 when calculating mean_22Cond.

it should read
mean_22Cond = meanSde2 + sqrt( var2)/sqrt(var1)*trho*( log(levSde1) - meanSde1)