challenging integration
- To: mathgroup at smc.vnet.net
- Subject: [mg12729] challenging integration
- From: quartier at umnw.ethz.ch (Robin Quartier)
- Date: Thu, 4 Jun 1998 02:52:14 -0400
- Organization: Swiss Federal Institute of Technology (ETHZ)
- Sender: owner-wri-mathgroup at wolfram.com
Greetings!
I have some problems with the calculation of the entropy rank of the
following distribution:
epsilon[x_]:=a*b/(b^2 - a^2)*(b*Exp[-a*x] - a*Exp[-b*x])
with a and b >0
As you can see, there is a kind of symmetry between the parameters: you
can change a for b and b for a without changing the expression.
I can not get an answer for this:
Integrate[epsilon[x]*Log[epsilon[x]],{x,0,Infinity}]
(Mathematica re-prints the input)
Does anybody have an idea? Is this possible to integer analytically?
What could I possibly do wrong?
Best regards
Robin Quartier