Your intuition is wrong and R is right. Why should the product of two probability density functions be a normalized pdf also?
-----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Carrie Li Sent: Saturday, 26 June 2010 1:28 PM To: r-help Subject: [R] integration of two normal density 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 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
