
Re: Exponential integration with normal density function
Posted:
May 6, 2012 12:45 AM


Greg Heath <g.heath@verizon.net> wrote in message <0fdcd7659389463aa98399a69ff46ab5@e15g2000vba.googlegroups.com>... > On May 5, 11:34 pm, Greg Heath <g.he...@verizon.net> wrote: > > 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 > > Sorry. My mistake. > > If the integration interval is positive then it is not divergent! > > However it will be divergent if it includes zero. > > Greg
Hi Greg,
Thank you for your replies. The integration is over a positive range. I would still appreciate if anyone can help with my initial question: Which integral approximation method (quad, quadgk, etc.) is the best to evaluate this integral in terms of time and least error?
Thanks,
A.

