Here I find the expected value of a MarcumQ function over a 3D-domain whose joint probability density function is f.
How can I more quickly compute the answer 0.930445?
I think the domain causes the long computation time (if I had only one computation, this would be okay--but I have many). I had hoped simulation would give a good estimate but it didn't. I can't figure out how to use Compile with Expectation.
My hunch says that any increase in speed will come from using some bizarre fact that applies the MarcumQ function to chi-square tests. I've looked for such results but have come up dry.
Any ideas to speed up Mathematica computations? Thanks.