Table 1 Numerical evaluations of \(\Phi _{g,\mathbb {P}}(B)\)
From: Simulation of polyhedral convex contoured distributions
Method k: | 103 | 104 | 105 |
|---|---|---|---|
Simpson rule | 0.2359971 | 0.247997 | 0.249377 |
Adaptive Simpson rule | 0.2359991 | 0.2479991 | 0.2493791 |
Gauss-Kronrod quadrature | 0.2359991 | 0.2479991 | 0.2493791 |
Adaptive Lobatto quadrature | 0.2359993 | 0.2479992 | 0.2493792 |