lity</b></p><p>For <span class="MathJax_Preview"><img src="help_cubBayesNet_g_eq10585884677472243787.png" alt="$\bf{X}\sim N(\bf{\mu},\Sigma)$"></span><script type="math/tex">\bf{X}\sim N(\bf{\mu},\Sigma)</script>, estimate the following probability:</p><p><span class="MathJax_Preview"><img src="help_cubBayesNet_g_eq07192945831016865003.png" alt="$$ P\left(\bf{a} \leq \bf{X} \leq \bf{b} \right) = \int_{\bf{a}}^{\bf{b}}&#xA;\frac{{\rm e}^{(\bf{x}-\bf{\mu})^T {\Sigma}^{-1}(\bf{x}-\bf{\mu})}}&#xA;{(2\pi)^{d/2}