Leon Baum wrote:
>
> I'm trying to compute some expected values of transformed normal random
> variables. Is there any way to get fricas to do a discrete integral like
> the following?
>
> > integrate(exp(x) * exp(-x^2), x=%minusInfinity..%plusInfinity)
>
> Or would that require more pattern matching?
Released version can not do this. In developement version I get:
integrate(exp(x) * exp(-x^2), x=%minusInfinity..%plusInfinity)
<lot of debugging noise>
1
-
4 +---+
(2) %e \|%pi
Type: Union(f1: OrderedCompletion(Expression(Integer)),...)
If you want to add just _this_ single integral you can do something like:
my_integrate(f, var) ==
f = exp(x) * exp(-x^2) =>
-- check var
exp(1/4)*sqrt(pi())
integrate(f, arg)
However, up to now people wanted to have a class of integrals.
This can be dane using pattern matching. FriCAS does not have
easy method for adding new user-defined integration patterns,
you either need wrapper function (like 'my_integrate' above)
or need to modify sources (package INTPM).
--
Waldek Hebisch
[email protected]
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