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2011 Nov 06
2
how to use quadrature to integrate some complicated functions
...(x-a_1)*Phi(x-a_2)*...*Phi(x-a_{n-1})*phi(x-a_n).
Here n is about 5000, Phi is the cumulative distribution function of
standard normal,
phi is the density function of standard normal, and x ranges over
(-infty,infty).
My idea is to to use quadrature to handle this integral. But since Phi has
not cloaed form,
I don't know how to do this effeciently. I appreciate very much if someone
has any ideas about it.
Thanks!
Jeff
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2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
Signed-off-by: Scott Seago <sseago at redhat.com>
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AUTHORS | 17 ++++++
README | 10 +++
conf/ovirt-agent | 12 ++++
conf/ovirt-db-omatic | 12 ++++
conf/ovirt-host-browser | 12 ++++