15941746379783747432.png" alt="$\left(\begin{array}{ccc} 4&amp; 1&amp; 1\\ 0&amp; 1&amp; 0.5\\ 0&amp; 0&amp; 0.25 \end{array}\right)$"></span><script type="math/tex">\left(\begin{array}{ccc} 4& 1& 1\\ 0& 1& 0.5\\ 0& 0& 0.25 \end{array}\right)</script>.</p><pre class="codeinput">C = [4 1 1; 0 1 0.5; 0 0 0.25]; MVNParams.Cov = C'*C; MVNParams.C = C;
MVNParams.a = [-6 -2 -2]; MVNParams.b = [5 2 1]; MVNParams.mu = 0;
MVNParams.CovProp.C = chol(MVNParams.Cov)';
muBest = 0.676337324357787;
integrand =@(t) GenzFun