Hello all ,
I want to compute the integral I of the probability density fonction
of a bivariate Normal random variable X = (x,y) over a 2-sphere D :
' '
I =| | f(x,y) dy dx
| |
' 'D
The centre of the 2-sphere is any point (Xc, Yc)
I used NAG module D01JAF but I have some inexplicable problems of
accuracy when the 2-sphere radius increase !
If you have some information or Fortran codes for my problem,
please let me know. Any reference would be helpful.
Thanks in advance.
Jean Claude BERGES
French Space Center ( DTS/MPI/MS/MN)
18,Av. Edouard Belin
31401 TOULOUSE Cedex 04 - FRANCE
E-mail : [log in to unmask]
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