[R] integration of two normal density

[Ravi Varadhan]

I sent you a "doubble integration" solution a couple of days ago, that answered your question.  You did not have the coureteousy to acknowledge that.  Now, you are asking a different question that is "incorrectly" formulated.  What you are doing is not "multivariate" integration.  You are just integrating a univariate function, which as Prof. Venables pointed out, is not even a density.

Ravi.
____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Carrie Li <carrieandstat at gmail.com>
Date: Friday, June 25, 2010 11:29 pm
Subject: [R]  integration of two normal density
To: r-help <R-help at r-project.org>


> Hello everyone,
>  
>  I have a question about integration of two density function
>  Intuitively, I think the value after integration should be 1, but 
> they are
>  not. Am I missing something here ?
>  
>  > t=function(y){dnorm(y, mean=3)*dnorm(y/2, mean=1.5)}
>  > integrate(t, -Inf, Inf)
>  0.3568248 with absolute error < 4.9e-06
>  
>  
>  Also, is there any R function or package could do multivariate 
> integration ?
>  
>  Thanks for any suggestions!
>  
>  Carrie
>  
>  	[[alternative HTML version deleted]]
>  
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