I have a weird problem calculating the expectation of 1-e^(- r x t) for a x normally distributed between 0 and Infinity.
My variables are x and t.
So I can define
f[x_,t_,r_,u_,s_]:=(1-Exp[-r x t])PDF[NormalDistribution[u,s],x]
(* and integrate it *)
The result is pretty crazy!! As it is obvious the resulting function, a function of t only, should converge to 1. Instead it is a weird function showing spikes and a crazy behavior. Where is the error, why Mathematica makes such a mistake?..if it does..
Thank you a lot, I really need help!!