RE: Integration of cumulative distribution function.

*To*: mathgroup at smc.vnet.net*Subject*: [mg72443] RE: Integration of cumulative distribution function.*From*: "Jeffrey Turner" <turner at finnecon.com>*Date*: Thu, 28 Dec 2006 04:59:51 -0500 (EST)

Thanks for the help. I got a result but I am now curious about the Erf piece of my result. I looked at the help file and it states that the Erf[z] is the integral of the Gaussian distribution, but shouldn't the integral have (-t^2)/2 instead of -t^2? Thanks, Jeff -----Original Message----- From: Jean-Marc Gulliet [mailto:jeanmarc.gulliet at gmail.com] Sent: Wednesday, December 27, 2006 7:38 AM To: Jeffrey Turner Subject: [mg72443] Re: Integration of cumulative distribution function. Jeffrey Turner wrote: > I am new to mathematica and I am looking to integrate the cumulative > distribution function. I am looking to integrate from 0 to T where > sigma and mu vary by time. I am not sure how to set this up. If I use > mu * t and for mu and sigma * square root of t for sigma mathematica > just returns what I type in. So for > integrate[CDF[mu*t,sigma*t^.5],{0,T}] just returns what I typed in. I > am looking for any help. > > Thanks, > Jeff > Hi Jeff, In order to use functions such as CDF, you must first load the package that contains their definitions. You can use Needs or Get. Needs["Statistics`NormalDistribution`"] Second, Mathematica built-in functions start with capital letter. Moreover you have forgotten to type in the name of the integration variable. Also, it is usually better to use exact values when possible. Integrate[CDF[mu*t, sigma*t^(1/2)], {t, 0, T}] Happy holidays, Jean-Marc