# Numerical approximation of multiple integral

I want to numerical integrate:

$$\int_{-\infty}^{A_1} \int_{-\infty}^{A_2-x_1} p(x_1)p(x_2)dx_1dx_2 ,$$ where $p(x_i)$ is a random variable that has a normal distribution with mean $\mu_i$ and standard deviation $\sigma_i$.

I faced with several problems:

- I can't integrate even this simply integral:

import scipy.stats as st

integrate(st.norm.pdf(x), x)

The result is error: `TypeError: ufunc 'isnan' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''`

- How to integrate multiple integrals with different $A_i$.