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

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?