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| 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 -------------------------- * * 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/ * * 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/