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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to set a range from 0 to positive infinity in calculating integrals? |

Date |
Tue, 11 Oct 2011 09:10:00 +0200 |

On Mon, Oct 10, 2011 at 9:48 PM, Chris Min wrote: > But, I did mean "normal()" in my example (i.e., I need to calculate integrals of cumulative normal), not normalden(). In that case, would your explanation still apply to my example? In case of the cumulative density function my instinct tells me that the answer will be positive infinity. The argument I made before worked because at ever larger numbers the density function gets closer to 0, so it will add increasingly less to the integral, meaning that after some suitably high number you can approximate those contributions to be 0. The cumulative density function approaches 1 at positive infinity, so the contributions to the integral at higher numbers will not be approximately 0, so the area under the cumulative density function for 0 to positive infinity will also be infinite. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: How to set a range from 0 to positive infinity in calculating integrals?***From:*Chris Min <cmsk0109@yahoo.com>

**References**:**st: How to set a range from 0 to positive infinity in calculating integrals?***From:*Chris Min <cmsk0109@yahoo.com>

**Re: st: How to set a range from 0 to positive infinity in calculating integrals?***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: How to set a range from 0 to positive infinity in calculating integrals?***From:*Chris Min <cmsk0109@yahoo.com>

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