MathGroup Archive 2007

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: please explain why numerical integration is attempted

  • To: mathgroup at smc.vnet.net
  • Subject: [mg72531] Re: [mg72492] please explain why numerical integration is attempted
  • From: Darren Glosemeyer <darreng at wolfram.com>
  • Date: Fri, 5 Jan 2007 01:58:08 -0500 (EST)
  • References: <200701030542.AAA29349@smc.vnet.net> <459D1B60.5080501@wolfram.com> <acbec1a40701040755l5d0a36dbud0a3d3545ce3723@mail.gmail.com>

Yes, unevaluated would be the best result in this case. N can then be 
used to get a numeric result if desired. This would be consistent with, 
for instance, special functions that are defined by an integral that 
cannot be written in some other nice form for certain exact numeric 
values (e.g. Beta[Pi,E]).

Darren Glosemeyer
Wolfram Research



Chris Chiasson wrote:
> Thanks for the reply.
>
> Why doesn't it just return unevaluated or with a symbolic integral?
>
> On 1/4/07, Darren Glosemeyer <darreng at wolfram.com> wrote:
>> Chris Chiasson wrote:
>> > Needs["Statistics`MultinormalDistribution`"]
>> > CDF[MultinormalDistribution[{1,
>> >       
>> 3},{{1/50,-2/125},{-2/125,9/500}},{{1/(5*Sqrt[2]),0},{(-2*Sqrt[2])/25,
>> >         Sqrt[13]/50}}],{2/10,1}]
>> >
>> > Thank you,
>> >
>> >
>> Closed form results are generally not known for cdfs of multivariate
>> normal distributions with non-diagonal covariance matrices. Numeric
>> methods are needed to obtain a result.
>>
>> Darren Glosemeyer
>> Wolfram Research
>>
>
>


  • Prev by Date: Re: [TS 270]--Re:Re: [TS 48]--Re:why isn't Rational[1,2] (apparently) atomic until it is evaluated?
  • Next by Date: A pattern matching problem
  • Previous by thread: please explain why numerical integration is attempted for this input
  • Next by thread: Re: please explain why numerical integration is attempted