I have a mixture of multivariate normal distributions, and I want to compute the integral with the first element of the input vector varying between specified limits, and the other elements varying from -infinity to +infinity. See attached pdf for equations. I've done it numerically but would like an analytic solution. Any advice? Thanks!(adsbygoogle = window.adsbygoogle || []).push({});

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# Integrate mixture of multivariate normal distributions

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