[19276] in s-news-athena
[S] integration
daemon@ATHENA.MIT.EDU (Stefano)
Tue Sep 21 10:29:03 1999
Message-Id: <37E7959A.72B30561@tin.it>
Date: Tue, 21 Sep 1999 16:26:34 +0200
From: Stefano <stecalza@tin.it>
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I'm a beginner user of Splus (version 4.5), so probably my query is too
trivial; anyway this is the problem: I need to compute the integral of
the following function in x
1/(sqrt(2*pi)*sqrt(varmu))*exp(-.5*((x-w)/sqrt(varmu))^2)
where x~N(mu,varx)
mu~N(0,varmu)
w=x-mu
and so w~N(mu,varx+varmu)
For the moment let's suppose varx=varmu=1 and mu=0.
I did this way:
integrand_function(x,varw=2,varmu=1)
{
w_sort(rnorm(length(x),0,sqrt(varw)))
(1/(sqrt(2*pi)*varmu)*exp(-.5*((x-w)/varmu)^2))
}
integrate(integrand,lower=-Inf,upper=Inf,subdivisions=1000)
Is it correct?
Thank you in advance.
Stefano Calza.
--
***********************************************
Stefano Calza
Istituto di Statistica Medica e Biometria
Università degli Studi di Milano
Via G. Venezian, 1
20133 Milano
tel. +39 02/2361302, 02/70600908
fax 02/2362930
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