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


From   Chris Min <cmsk0109@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: How to set a range from 0 to positive infinity in calculating integrals?
Date   Wed, 12 Oct 2011 13:59:19 -0700 (PDT)

Thank you for alll of your useful comments!
Chris

----- Original Message -----
From: Maarten Buis <maartenlbuis@gmail.com>
To: statalist@hsphsun2.harvard.edu
Cc: 
Sent: Wednesday, October 12, 2011 3:44 AM
Subject: Re: st: How to set a range from 0 to positive infinity in calculating integrals?

On Wed, Oct 12, 2011 at 5:15 AM, Chris Min wrote:
> If I want to calculate an integral of y=normal(-x) over x[0,+inf], I guess I should be able to obtain an approximation using a reasonably high figure for an upper bound, because as x approaches a positive infinity y=normal(-x) approaches 0 (based on your explanation). Am I correct?

Yes, alternatively and equivalently you could integrate of y=
normal(x) from -infinty to 0, or you can integrate over the survivor
function (1-normal(x)) from 0 to +infinity. Though the latter
computation tends to suffer from numerical problems and is thus more a
conceptual definition than a recipe for computing the survivor
function.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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