Numerical Integrate
- To: mathgroup at smc.vnet.net
- Subject: [mg72864] Numerical Integrate
- From: "mailcwc at gmail.com" <mailcwc at gmail.com>
- Date: Tue, 23 Jan 2007 04:47:14 -0500 (EST)
I need to perform the following integration:
Integrate[ Convolution[G(t), X(t)], {t, -inf, 0}],
where G is Normal distribution, and X is Log-normal distribution.
As I know, there is no analytical form for the convolution.
I tried NIntegrate to perform numerical calculation, but Mathematica
can't accept it.
Does anyone know how to deal such problem?