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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 <> wrote:
> On May 5, 7:12 pm, "Angie" <> wrote:

> > "Angie" wrote in message <jo44m9$>...
> > > 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.


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