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Re: Integrate expression

Hi Dario,
Mathematica can not integrate a product with an undefined number of factors. 
Therefore, you need to give a definite value to n (it seems to take 
forever for n>2).
Further,Signa and Phi should be larger than zero, otherwise the PDF is 
not a function.
cheers, Daniel

Am 26.05.2010 13:10, schrieb Dário Abdulrehman:
> FullSimplify[
> Integrate[
> Product[PDF[NormalDistribution[y, \[Sigma]], Subscript[x, i]], {i,
> n}]
> PDF[NormalDistribution[\[Mu], \[Phi]], y],
> {y, -Infinity, Infinity},
> Assumptions ->  {\[Sigma]>= 0, \[Phi]>= 0}]]


Daniel Huber
Metrohm Ltd.
Oberdorfstr. 68
CH-9100 Herisau
Tel. +41 71 353 8585, Fax +41 71 353 8907
E-Mail:<mailto:dh at>

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