Hi, Try: integrate(Pareto,lower=0,upper=(MM-1)+0.5,x0=x0,alpha2=alpha2) #170.5065 with absolute error < 0.016 A.K. For a homework assignment I'm constructing a simple code. R keeps returning that a x0 is missing in evaluating p2. I can't figure out why. lab1 <- 50; mu <- 1; sigma <- 1 alpha1 <- 1 ; beta1 <- 1 lab2 <- 3; mu <- 5; sigma <- 5 alpha2 <- (1+sqrt(2)); x0 <- (10- 5* sqrt(2)) ES1 <- lab1 * alpha1/beta1; VarS1 <- lab1 * alpha1/(beta1^2) ES2 <- lab2 * alpha2*x0/(alpha2-1); VarS2 <- lab2 * alpha2*x0^2/((alpha2-1)^2*(alpha2-2)) MM <- trunc(ES1 + ES2 + 10*sqrt(VarS1 + VarS2)) p1 <- pgamma((0:(MM-1)+0.5), alpha1, beta1) ##cdf p1 <- c(p1,1) - c(0,p1) ## pdf Pareto <- function (x, alpha2, x0) ifelse(x<x0 , 0, 1 - (x0/x)^alpha2) p2 <- integrate(Pareto, lower = 0, upper = (MM-1)+0.5) ?##cdf p2 <- c(p2,1) - c(0,p2) ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ## pdf Many thanks in advance! Regards, Vincent