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Topic: can someone solve this integral?
Replies: 5   Last Post: Feb 12, 2012 4:57 PM

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Posts: 5
Registered: 1/29/05
can someone solve this integral?
Posted: Feb 8, 2012 4:12 PM
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Hi all, without much ado this is the question:

integrate 1/(2*pi*sigma^2)*1/(v^2+w^2)^2*exp(-1/(2*sigma^2)*1/
(v^2+w^2)) with respect to v (or w) from -inf to +inf.
I came across it while trying to marginalize a joint probability
distribution. v and w are unfortunately not independent.


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