Recursive integration methodologies with statistical applications

This paper shows how recursive integration methodologies can be used to evaluate high-dimensional integral expressions. This has applications to many areas of statistical inference where probability calculations and critical point evaluations often require such high-dimensional integral evaluations. Recursive integration can allow an integral expression of a given dimension to be evaluated by a series of calculations of a smaller dimension. This significantly reduces the computation time. The application of the recursive integration methodology is illustrated with several examples.