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

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Greg Heath

Posts: 214
Registered: 12/13/04
Re: Exponential integration with normal density function
Posted: May 5, 2012 11:43 PM
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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



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