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From: "Roger Stafford" <ellieandrogerxyzzy@mindspring.com.invalid>
Newsgroups: comp.soft-sys.matlab
Subject: Re: integration over a Gaussian density
Date: Wed, 6 Feb 2008 03:05:09 +0000 (UTC)
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"Jerry " <mricad@yahoo.no000spppam.com> wrote in message <foau82$cqb
$1@fred.mathworks.com>...
> in matlab, how to get the integration of xf(x) from t1 to t2
> where f(x) is a Gaussian (or Normal) density function with
> known mean and variance parameters? thanks!
---------
  Write x*f(x) = (x-m)*f(x) + m*f(x), where m is the mean.  The first one can be 
directly integrated in terms of the exp function, while the second can be 
expressed in terms of normcdf or erf.

Roger Stafford