Numerical Integration by Matlab

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Andy Tan 2020-12-28

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评论： Walter Roberson 2020-12-29

Please mention about the tolerance of accuracy

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Andy Tan 2020-12-29

I have tried but I want to set the tolerance of accuracy 10^-7 but the the results shown in the Matlab is 4decimal places,I don't think the AbsTol is effective?

Walter Roberson 2020-12-29

在 MATLAB Online 中打开

Give the command

format long g

and then display the result again.

By default, MATLAB only displays 4 decimal places, but the values are stored internally to higher precision.

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James Tursa 2020-12-28

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编辑：James Tursa 2020-12-29

Hint: You might look here:

https://en.wikipedia.org/wiki/Normal_distribution

Knowing that the integral of the Normal density function from -infinity to +infinity is 1 exactly, maybe you can come up with a change of integration variable to get that equation in a form that matches your integral to get the exact answer directly. Starting with a standard Normal density function (mu=0, sigma=1), it is a pretty easy substitution from there to get what you have.