bivariate normal integral

[Eladio Dapena <eladio@ing.uc3m.es>]

Hello all , 

 I want to compute the bi-dimensional integral I of the probability 
density function of a Bivariate Normal random variable X = (x,y) 
over 
a) parallepiped. (X1,Y1)(X2,Y2)
b) Cilynder. The centre is any point (Xc,Yc) of the plan.

          / / 
       I =| | f(x,y) dy dx 
          | | 
          / / 

  If you have some information or C code for my problem, 
please let me know. 
Any reference would be helpful. 

Thanks in advance. 

Eladio Dapena UC3M Spain