Asymptotic approximations for multinormal integrals

摘要: The problem of deriving approximations for multinormal integrals is examined using results asymptotic analysis. boundary the integration domain given by g(x¯)=0 simplified replacing g(x¯) its Taylor expansion at points on with minimal distance to origin. Two which are obtained a linear or quadratic compared. It shown that, applying expansion, an approximation can be obtained, whereas large relative errors may occur.