Dear Dr Rick I need to doubly integrate the bivariate normal distribution of normal (0,1) and another normal variate having nonzero positive mean and variance. The correlation is unknown and will have to be treated as a variable . So it’s a function of x, y and correlation. The integration ranges are finite for both x and y. The integral will this be a function of correlation . Can I use quad subroutine or by any way in sas iml to get this function? I need this function to be maximised using sas nlin to get a maximum likelihood estimate of correlation.