Note on the Numerical Evaluation of Integrals of the Form anti l*SUB infinity/*SUP infinity/ f(x) *phi/(x) dx, with Particular Reference to the Determination of the Expectation of a Function of a Normally Distributed Random Variable
Description:
This note is concerned with the numerical integration of the integrals of the form anti l*SUB infinity/*SUP infinity/ f(x) *phi/(x) dx is "smooth."
Date:
September 1, 1953
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