Here is a self-contained example of my problem.
set.seed(100)
x = rbeta(100, 10.654, 10.439)
# So the shape parameters and the exteremes are
a = 10.654
b = 10.439
xmax = 1
xmin = 0
# Using the non-standardized form (as in my application and this shouldn't
make any difference) of the
# Beta density function, I specify the integrand (i.e., xf(x)) as
integrand = function(x) {x*((1/beta(a,b))*((x^(a - 1)*(xmax - x)^(b-1)) /
xmax^(a + b - 1)))}
# Say I want to integrate in the range (0, 0.45) and then in (0.45, Inf)
# In (0, 0.45)
integrate(integrand, lower = 0, upper = 0.45)$val
[1] 0.1176079
# In (0.45, Inf)
integrate(integrand, lower = 0.45, upper = Inf)$val
Error in integrate(integrand, lower = 0.45, upper = Inf) :
non-finite function value
The same thing happens when I integrate f(x) only.
Thanks again.
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