<t>If you are dealing with a low dimension such as the trivariate normal distribution, the task is simple. A good scientific software must have a reliable built-in three-dimensional quadrature routine. For example, Maple 8 has a quick and accurate routine called Tripleint (I am NOT affiliated with M...

<r>You can find Matlab code for Sobol sequences at : <URL url="http://www.maths.unsw.edu.au/ForStudents/courses/math3311/lect.shtmlIt"><LINK_TEXT text="http://www.maths.unsw.edu.au/ForStudent ... ct.shtmlIt">http://www.maths.unsw.edu.au/ForStudents/courses/math3311/lect.shtmlIt</LINK_TEXT></URL> is ...