Numerical Integrate

*To*: mathgroup at smc.vnet.net*Subject*: [mg72864] Numerical Integrate*From*: "mailcwc at gmail.com" <mailcwc at gmail.com>*Date*: Tue, 23 Jan 2007 04:47:14 -0500 (EST)

I need to perform the following integration: Integrate[ Convolution[G(t), X(t)], {t, -inf, 0}], where G is Normal distribution, and X is Log-normal distribution. As I know, there is no analytical form for the convolution. I tried NIntegrate to perform numerical calculation, but Mathematica can't accept it. Does anyone know how to deal such problem?