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Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: Exponential integration with normal density function
Replies: 6   Last Post: May 6, 2012 2:00 AM

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Greg Heath

Posts: 211
Registered: 12/13/04
Re: Exponential integration with normal density function
Posted: May 5, 2012 11:34 PM
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On May 5, 7:12 pm, "Angie" <angie1...@yahoo.com> wrote:
> "Angie" wrote in message <jo44m9$2a...@newscl01ah.mathworks.com>...
> > Hello,
>
> > I need to evaluate an exponential integral over a positive range. The integrand is of the following form:
>
> > (1/x)*pdf(X)
>
> > where pdf(X) is the Normal(mu,sigma^2) probability density function.
>
> > Which integral approximation method (quad, quadgk, etc.) is the best to evaluate this integral in terms of time and least error?
>
> > Thank you,
>
> > A.
>
> Hello Greg,
>
> Thank you for your reply.I thought so because of the (1/x), however, Matlab gives a finite answer when evaluated. Is this a bug?

Probably not. It is probably the way you used the code. Posting the
relevant part of the code would help

Greg

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