[R] integration of two normal density

From: Carrie Li <carrieandstat_at_gmail.com>
Date: Fri, 25 Jun 2010 23:28:15 -0400


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

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