- #1

Alexandra97

- 1

- 0

$$\int_{x=-\infty}^{x=a} x e^{ (-0.5 x'T^{-1}x)} d^p\bf{x}$$

I have tried to solve it with the cholesky decomposition and substitution with the Jacobian, but the dimension of the solution is not a p $\times$ 1 vector. When a equals $\infty$ the solution is of course an p $\times$ 1 vector of zero's (since it is the expected value).

Since I am not very experienced in integrating over vectors, also a good reference about this subject would be greatly appreciated.