 Usage:  {r,s}=numint2m(aIh,b,N)  

 

 Input:



  aIh                    2 x 2-dim; A I^{1/2}, I Fisher-Information; sym. pos. semidef! 

                         

  b                      numeric; clipping height >0 

                         

  N                      numeric; number of gridpoints for Integration 

                         

 Output:



  r                      2 x 2-dim ; r=(E[ YY' u min(b/|aIhY|,u) ]) 

                         

  s                      2 x 2-dim; s=(E[ YY' min(b/|aIhY|,u)^2 ]) 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

