Prefer a chat interface with context about you and your work?
Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
We extend Leibniz' rule for repeated derivatives of a product to multivariate integrals of a product. As an application we obtain expansions for P(a < Y < b) for Y ~ Np(0,V) and for repeated integrals of the density of Y. When V−1y > 0 in R3 the expansion for …