Algorithm 3 Numerical Integration Algorithm, NIA
Step 1.	Initialize the number of sample points K. Set $H=0$ and $s=1$.
Step 2.	Set $\alpha =(2s-1)/2K$. For each $1\le i\le h$, let $x_i={\Phi }_i^{-1}(\alpha )$, and for each $h+1\le i\le n$, let $x_i={\Phi }_i^{-1}(1-\alpha )$.
Step 3.	Reset $H=H+f(x_1,x_2,\cdots ,x_n)ln{\displaystyle \frac{\alpha }{1-\alpha }}/K$ and $s=s+1$.
Step 4.	If $s\le K$, go to Step 2. Otherwise, return H as the estimated value of $H[f({\xi }_1,{\xi }_2,\cdots ,{\xi }_n)]$.