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

 

 Input:



  aIh                    dim: pxp; . A I^{1/2}, I FisherInfo; [sym. pos.semi.def!] 

                         

  b                      numeric; clipping height; >0 

                         

  N                      numeric; sample size for MC-Integration 

                         

 Output:



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

                         

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

                         

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

