Re: [R] convolution of the double exponential distribution

2005-12-28 Thread Matthias Kohl
t; > >| -Original Message- >| From: Matthias Kohl [mailto:[EMAIL PROTECTED] >| Sent: Friday, December 23, 2005 9:09 AM >| To: Bickel, David >| Cc: Duncan Murdoch; r-help@stat.math.ethz.ch >| Subject: Re: [R] convolution of the double exponential distributio

Re: [R] convolution of the double exponential distribution

2005-12-27 Thread Bickel, David
PROTECTED] | -Original Message- | From: Matthias Kohl [mailto:[EMAIL PROTECTED] | Sent: Friday, December 23, 2005 9:09 AM | To: Bickel, David | Cc: Duncan Murdoch; r-help@stat.math.ethz.ch | Subject: Re: [R] convolution of the double exponential distribution | | Duncan Murdoch schrieb: | | >On

Re: [R] convolution of the double exponential distribution

2005-12-23 Thread Erich Neuwirth
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: > >>Is

Re: [R] convolution of the double exponential distribution

2005-12-23 Thread Ravi Varadhan
kel, David > Cc: r-help@stat.math.ethz.ch; Duncan Murdoch > Subject: Re: [R] convolution of the double exponential distribution > > Duncan Murdoch schrieb: > > >On 12/22/2005 7:56 PM, Bickel, David wrote: > > > > > >>Is there any R function that computes t

Re: [R] convolution of the double exponential distribution

2005-12-23 Thread Matthias Kohl
Duncan Murdoch schrieb: >On 12/22/2005 7:56 PM, Bickel, David wrote: > > >>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 positi

Re: [R] convolution of the double exponential distribution

2005-12-22 Thread Duncan Murdoch
On 12/22/2005 7:56 PM, Bickel, David wrote: > 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 > perfor

[R] convolution of the double exponential distribution

2005-12-22 Thread Bickel, David
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 argu