@Carl Love I apologize for the delay in getting back to you. Been away from the computer.

Yes, it is related to what I was asking about earlier in thw week. I have currently shelved it and instead have to address something related to that before I get back to previous problem. 

I genuinely appreciate your generousity and willingness to share your knowledge.

Thanks!

@Carl Love Indeed! You are very right.

I am using the Gauss-Hermite quadrature to numerically integrate a function over a normal distribution. Your code is very helpful.

Thank you,

Shyam

@Carl Love Indeed! You are very right.

I am using the Gauss-Hermite quadrature to numerically integrate a function over a normal distribution. Your code is very helpful.

Thank you,

Shyam

WOW!!

Thanks a lot for your effort and time. It would have taken me ages to come up with this. This saves me a ton of time.

best,

VS

WOW!!

Thanks a lot for your effort and time. It would have taken me ages to come up with this. This saves me a ton of time.

best,

VS

Dear Acer,

Thanks a lot.

VS

Dear Acer,

Thanks a lot.

VS

@Axel Vogt 

Dear Sir/Madam,

What can I say/do, except to extend my deepest gratitude. Thanks a lot for taking the time to answer  my question. I will try to do what you have suggested. 

Would you also be kind enough to provide me with any reference regarding the existence of the closed form solution? 

Thanks a lot.