NIntegrate problem
- To: mathgroup at smc.vnet.net
- Subject: [mg84719] NIntegrate problem
- From: Outof Africa <renaysingh at gmail.com>
- Date: Fri, 11 Jan 2008 04:41:03 -0500 (EST)
Hi All
I would really appreciate any help on the following code. I get errors
(a lot of them) in the from In[6] onwards....
===================================================================
In[1]:= ndist = NormalDistribution[0, 1];
In[2]:= a = Quantile[ndist, 0.05]
Out[2]= -1.64485
In[3]:= f[x_?NumericQ] := 1/Sqrt[2 \[Pi]] Exp[-x^2/2]
In[4]:= g[t_?NumericQ] :=
NIntegrate[f[u]*CDF[ndist, (t - u)], {u, a, \[Infinity]}]
In[5]:= b = b /. FindRoot[g[b] == 0.05, {b, -1}]
Out[5]= -2.03202
In[6]:= h[x_?NumericQ] := NIntegrate[ f[u]*Exp[-(x - u)^2/2]/Sqrt[2 \
[Pi]], {u, a, \[Infinity]}]
In[7]:= gg[t_?NumericQ] := Integrate[ h[u]*CDF[ndist, (t - u)/Sqrt[\
[Delta]]], {u, b, \[Infinity]}]
In[8]:= c = c /. FindRoot[gg[c] == 0.05, {c, -2}]