Problem with integration of Normal PDF
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When I expand the limits of integration, the result goes to zero, which does not make any sense, since the function is always positive. Here is an example of the output I am getting:
>> integral(@(x)normpdf(x),-10^1,10)
ans =
1.000000000000000
>> integral(@(x)normpdf(x),-10^100,10)
ans =
0
If someone knows a proper way to integrate the normpdf function please let me know.
Thanks!
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Torsten
2015년 3월 9일
Use the "Waypoints" option, i.e. distribute points in the region where the mass of your function is located (in this case around x=0).
Best wishes
Torsten.
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