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Re: Exponential integration with normal density function
Posted:
May 6, 2012 12:45 AM
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Greg Heath <g.heath@verizon.net> wrote in message <0fdcd765-9389-463a-a983-99a69ff46ab5@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.
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