Re: [R] convolution of the double exponential distribution

From: Duncan Murdoch <>
Date: Fri 23 Dec 2005 - 12:23:04 EST

On 12/22/2005 7:56 PM, Bickel, David wrote:
> Is there any R function that computes the convolution of the double
> exponential distribution?
> If not, is there a good way to integrate ((q+x)^n)*exp(-2x) over x from
> 0 to Inf for any value of q and for any positive integer n? I need to
> perform the integration within a function with q and n as arguments. The
> function integrate() is giving me this message:
> "evaluation of function gave a result of wrong length"

Under the substitution of y = q+x, that looks like a gamma integral. The x = 0 to Inf range translates into y = q to Inf, so you'll need an incomplete gamma function, such as pgamma. Be careful to get the constant multiplier right.

Duncan Murdoch mailing list PLEASE do read the posting guide! Received on Fri Dec 23 12:28:46 2005

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