Re: Integration of cumulative distribution function.
- To: mathgroup at smc.vnet.net
- Subject: [mg72452] Re: Integration of cumulative distribution function.
- From: Jean-Marc Gulliet <jeanmarc.gulliet at gmail.com>
- Date: Thu, 28 Dec 2006 05:31:59 -0500 (EST)
- Organization: The Open University, Milton Keynes, UK
- References: <emti3f$krt$1@smc.vnet.net>
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