- #1

jimmy1

- 61

- 0

[tex]f(x) = \int_{x}^{c} \int_{x}^{c} f(x_1,x_2) dx_1 dx_2 [/tex]

where c is a known constant and f(x1,x2) is a multivariate Gaussian. Unfortunetaly there is no closed form solution for f(x).

My problem is I want to numerically calculate

[tex] \int_{c_1}^{c} f(x) dx [/tex]

where again c_1, and c are known constants.

How do I numerically evaluate such an integral in Mathematica? I get errors every time saying "x is not a valid limit of integration".

Any ideas, how I would input the above into Mathematica to get a numerical solution?