# Math Help - Double Integral of Bivariate Normal Distribution

1. ## Double Integral of Bivariate Normal Distribution

Hi All, is anyone able to show that the Double Integral of Bivariate Normal Distribution =1?

2. A simple google search found this:

JSTOR: Mathematics of Computation

3. Thanks. I googled that before but after trying their substitution, I am not sure how to integrate because the term is so complex. My bad if my integration is pretty weak. Could anyone show me the first step after the substitution and i continue from there? thanks again.

4. Hi all when doing this question can is it that both sigma and mean of x and y are constant?