Re: Numerical Integrate

*To*: mathgroup at smc.vnet.net*Subject*: [mg72883] Re: [mg72864] Numerical Integrate*From*: Bob Hanlon <hanlonr at cox.net>*Date*: Wed, 24 Jan 2007 05:30:04 -0500 (EST)*Reply-to*: hanlonr at cox.net

Needs["Statistics`"]; f1[x_]=PDF[NormalDistribution[0, 1],x]; f2[x_]=PDF[LogNormalDistribution[0, 1],x]; convolve[f_,g_, t_?NumericQ]:= NIntegrate[f[u]*g[t-u],{u,0,t}]; NIntegrate[convolve[f1,f2,t],{t,-Infinity,0}]//Re 0.5 NIntegrate[convolve[f1,f2,t],{t,-Infinity,Infinity}]//Re 1. Bob Hanlon ---- "mailcwc at gmail.com" <mailcwc at gmail.com> wrote: > 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? >