From: Erich Neuwirth <erich.neuwirth_at_univie.ac.at>

Date: Sat 24 Dec 2005 - 04:23:41 EST

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> 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
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*> incomplete gamma function, such as pgamma. Be careful to get the
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*> constant multiplier right.
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*>
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*> Duncan Murdoch
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R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Dec 24 04:32:13 2005

Date: Sat 24 Dec 2005 - 04:23:41 EST

Mathematica says

Assuming[q ∈ Reals && q > 0, Integrate[(q + x)^n*Exp[-2*x], {x, 0, Infinity}]]

2^(-1 - n)*Exp[2*q]*Gamma[1 + n, 2*q]

and 2-argument Gamma is the incomplete Gamma function (integration starting at 2*q)

Duncan Murdoch wrote:

> On 12/22/2005 7:56 PM, Bickel, David wrote:

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>>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.

--

Erich Neuwirth, University of Vienna

Faculty of Computer Science

Computer Supported Didactics Working Group
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R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Dec 24 04:32:13 2005

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