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MathGroup Archive 2006

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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


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