bf{a} \leq \bf{X} \leq \bf{b} \right) = \int_{\bf{a}}^{\bf{b}}
% \frac{{\rm e}^{(\bf{x}-\bf{\mu})^T {\Sigma}^{-1}(\bf{x}-\bf{\mu})}}
% {(2\pi)^{d/2}\left|{\Sigma}\right|^{1/2}}\,{\rm d}\bf{x}. $$
%
% Given $\left(\begin{array}{c} -6\\ -2\\ -2\end{array}\right)$ and 
% $\left(\begin{array}{c} 5\\ 2\\ 1\end{array}\right)$  with zero mean $\mu=0$
% and covariance  $\left(\begin{array}{ccc} 4& 1& 1\\ 0& 1& 0.5\\ 0& 0& 0.25 \end{array}\right)$.

C = [4 1 1; 0 1 0.5; 0 0 0.25]; MVNParams.Cov = C'*C; MVNParams.C =