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04/01/13 04:36am


I have been trying to maximize a function that involves an integral of the error function (via the CDF of the normal distribution) with respect to a parameter that appears in the limit of the integration range. When I compute that integral using "NIntegrate" I obtain a solution with "NIntegrate::inumr" warnings. When I compute the using "Integrate" I get no warnings. Both methods produce the required result. I would like to understand why I get the warnings when computing numerically and not symbolically. Can anyone help me this?


P.S. Mathematica file is attached.

Attachment: MyQuestion.nb, URL: ,

Subject (listing for 'FindMaximum')
Author Date Posted
FindMaximum Scott 04/01/13 04:36am
Re: FindMaximum Bill Simpson 04/01/13 1:56pm
Re: Re: FindMaximum Scott 04/01/13 8:28pm
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