How to express the following integral in bivariate normal CDF/PDF?
\int_-\inf_+\inf{N(b-ax)N(c-ax)n(x)dx}
where N(.) is CDF and n(.) is PDF of standard normal distribution.
h**********k 发帖数: 168
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question slightly changed.
【在 h**********k 的大作中提到】 : How to express the following integral in bivariate normal CDF/PDF? : \int_-\inf_+\inf{N(b-ax)N(c-ax)n(x)dx} : where N(.) is CDF and n(.) is PDF of standard normal distribution.
