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#1 2012-04-30 19:35:06
- George,Y
- Member
- Registered: 2006-03-12
- Posts: 1,379
Normal Probability Integration
Last edited by George,Y (2012-04-30 19:36:56)
X'(y-Xβ)=0
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#2 2013-11-28 04:35:06
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
Hi;
I do not think there are closed forms for either of those. But if you could put some bounds on some of the constants an asymptotic form might be possible.
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#3 2013-12-14 15:59:14
- George,Y
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- Registered: 2006-03-12
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Re: Normal Probability Integration
There actually is closed form, but through a different integration.
X'(y-Xβ)=0
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#4 2013-12-14 19:14:54
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
A different integration?
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#5 2013-12-15 15:25:05
- George,Y
- Member
- Registered: 2006-03-12
- Posts: 1,379
Re: Normal Probability Integration
A different integration?
I have found a way to integrate this directly, but it is very tricky.
X'(y-Xβ)=0
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#6 2013-12-15 18:24:47
- anonimnystefy
- Real Member
- From: Harlan's World
- Registered: 2011-05-23
- Posts: 16,049
Re: Normal Probability Integration
I doubt that.
Here lies the reader who will never open this book. He is forever dead.
Taking a new step, uttering a new word, is what people fear most. ― Fyodor Dostoyevsky, Crime and Punishment
The knowledge of some things as a function of age is a delta function.
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#7 2013-12-15 22:41:00
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
I would say it is unlikely to but the whole question could be answered by posting the solution. Then it can be checked.
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#8 2013-12-16 08:43:56
- anonimnystefy
- Real Member
- From: Harlan's World
- Registered: 2011-05-23
- Posts: 16,049
Re: Normal Probability Integration
http://m.wolframalpha.com/input/?i=inte … E2&x=0&y=0
Last edited by anonimnystefy (2013-12-17 01:29:39)
Here lies the reader who will never open this book. He is forever dead.
Taking a new step, uttering a new word, is what people fear most. ― Fyodor Dostoyevsky, Crime and Punishment
The knowledge of some things as a function of age is a delta function.
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#9 2013-12-16 12:39:34
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
Hi;
That is not his integral.
But even if it were, that is not in closed form.
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#10 2013-12-16 17:46:47
- anonimnystefy
- Real Member
- From: Harlan's World
- Registered: 2011-05-23
- Posts: 16,049
Re: Normal Probability Integration
It is not his integral, but his can be manipulated into that one with substitutions and manipulations. The point is that Alpha says there's no closed form...
Here lies the reader who will never open this book. He is forever dead.
Taking a new step, uttering a new word, is what people fear most. ― Fyodor Dostoyevsky, Crime and Punishment
The knowledge of some things as a function of age is a delta function.
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#11 2013-12-17 00:45:51
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
Hi;
Have you looked at the integral you sent to Alpha in post #8?
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#12 2013-12-17 01:20:11
- anonimnystefy
- Real Member
- From: Harlan's World
- Registered: 2011-05-23
- Posts: 16,049
Re: Normal Probability Integration
Yes, I have.
Here lies the reader who will never open this book. He is forever dead.
Taking a new step, uttering a new word, is what people fear most. ― Fyodor Dostoyevsky, Crime and Punishment
The knowledge of some things as a function of age is a delta function.
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#13 2013-12-17 01:20:39
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
Then you know it is not and can never be his integral.
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#14 2013-12-17 01:29:50
- anonimnystefy
- Real Member
- From: Harlan's World
- Registered: 2011-05-23
- Posts: 16,049
Re: Normal Probability Integration
Fixed.
Here lies the reader who will never open this book. He is forever dead.
Taking a new step, uttering a new word, is what people fear most. ― Fyodor Dostoyevsky, Crime and Punishment
The knowledge of some things as a function of age is a delta function.
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#15 2013-12-17 01:40:56
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
Brings us back to post #7. The fact that both M's can not do the integral does mean there is a high probability that it is intractable. But they are not infallible, so I think if George would post his answer the whole thing can resolved quickly.
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#16 2013-12-17 01:59:33
- anonimnystefy
- Real Member
- From: Harlan's World
- Registered: 2011-05-23
- Posts: 16,049
Re: Normal Probability Integration
Do you think some progress can be made using DUIT?
Here lies the reader who will never open this book. He is forever dead.
Taking a new step, uttering a new word, is what people fear most. ― Fyodor Dostoyevsky, Crime and Punishment
The knowledge of some things as a function of age is a delta function.
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#17 2013-12-17 02:11:30
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
I have not tried but it sure does respond well to numerical integration for any T.
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#18 2013-12-29 01:11:53
- George,Y
- Member
- Registered: 2006-03-12
- Posts: 1,379
Re: Normal Probability Integration
Sorry guys, I made a mistake, the question should be:
Last edited by George,Y (2013-12-29 01:12:55)
X'(y-Xβ)=0
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#19 2013-12-29 02:22:56
- anonimnystefy
- Real Member
- From: Harlan's World
- Registered: 2011-05-23
- Posts: 16,049
Re: Normal Probability Integration
That does not change much.
Here lies the reader who will never open this book. He is forever dead.
Taking a new step, uttering a new word, is what people fear most. ― Fyodor Dostoyevsky, Crime and Punishment
The knowledge of some things as a function of age is a delta function.
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#20 2013-12-29 03:29:00
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
Hi George,Y;
That does not change much.
Yes, I think it is time to show your solution. I am willing to bet 21% of my bankroll, a whopping $1.16 that the solution is wrong.
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#21 2013-12-30 22:09:00
- George,Y
- Member
- Registered: 2006-03-12
- Posts: 1,379
Re: Normal Probability Integration
Last edited by George,Y (2013-12-30 22:11:21)
X'(y-Xβ)=0
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#22 2013-12-30 22:16:50
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
Hi;
What is d?
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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#23 2013-12-30 22:16:59
- George,Y
- Member
- Registered: 2006-03-12
- Posts: 1,379
Re: Normal Probability Integration
After this change of variable, I think now the question is easier.
X'(y-Xβ)=0
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#24 2013-12-30 22:21:05
- George,Y
- Member
- Registered: 2006-03-12
- Posts: 1,379
Re: Normal Probability Integration
Hi;
What is d?
d is the differential operator
X'(y-Xβ)=0
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#25 2013-12-30 22:22:51
- bobbym
- bumpkin
- From: Bumpkinland
- Registered: 2009-04-12
- Posts: 109,606
Re: Normal Probability Integration
What is the new integral?
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
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