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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 |
Wed, 12 Oct 2011 09:44:16 +0200 |

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 -------------------------- * * 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>

**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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