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Probability question?
Can some one explain how to integrate a gaussian pdf... i.e, find the error function? Any links that might help explain would be greatly appreciated.
2 Answers
- 1 decade agoFavorite Answer
integrate e^(-x^2)dx from minus infinity to plus infintry
I think you have to use "numeric methods" .. I did this
once with a BASIC program ... works just fine
since it's symetric about the y-axis, you only need to do zero to infinity and adjust accordingly
let dx = .01 for instance ...
let x = 0
for n = 0 to 1000
x = x + dx
fx = dx * e^(-x^2)
sumx = sumx + fx
print x; sumx
next n
you will get a printout of almost ALL you will ever need
(print it to a file)
Source(s): dusty memory and a BASIC interpreter - PatsyBeeLv 41 decade ago
Try this web page:
newsreader.mathworks.com/WebX?14@0.36XIbKa8vpd.0@.ef2e1eb
I'm not familiar with what you're looking for, but a yahoo search brought up a lot of possibilities. I searched for Gaussian pdf