Note on the Numerical Evaluation of Integrals of the Form [integral] [superscript infinity] [subscript infinity] f(x) [golden ratio constant] (x) dx, with Particular Reference to the Determiniation of the Expectation of a Function of a Normally Distributed Random Variable
Description:
Abstract: A method is given for the rapid and accurate numerical integration of integrals of the form [integral] [superscript infinity] [subscript infinity] f(x) [golden ratio constant] (x) dx, where f(x) is "smooth."
Date:
May 24, 1960
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