Recursive Integration Methodologies with Statistical Applications

This paper shows how recursive integration methodologies can be used to evaluate high dimensional integral expressions. This has applications to many areas of statistical inference where probability calculations and critical point evaluations often require such high dimensional integral evaluations. Recursive integration can allow an integral expression of a given dimension to be evaluated by a series of calculations of a smaller dimension. This significantly reduces the computation time. The application of the recursive integration methodology is illustrated with several examples.