
Re: Exponential integration with normal density function
Posted:
May 5, 2012 11:34 PM


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

