[R] Integration of mixed normal distribution
johannesradinger at gmail.com
Wed Jan 30 10:19:09 CET 2013
I already found a conversation on the integration of a normal
distribution and two
1) integrate(dnorm, 0,1, mean = 0, sd = 1.2)
2) pnorm(1, mean = 0, sd = 1.2) - pnorm(0, mean = 0, sd = 1.2)
where the pnorm-approach is supposed to be faster and with higher precision.
I want to integrate a mixed normal distribution like:
normaldistr_1 * p + normaldistr_2 * (1-p)
where p is between 0 and 1 and the means for both distributions are 0
but the standard deviations differ.
In addition, I want to get the integrals from x to infinity or from -
infinity to x for
the mixed distribution.
Can that be done with high precision in R and if yes how?
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