integration

  1. F

    How to calculate the integral of the sum of two kernel density functions in R?

    I want to calculate the integral (0 to t) of the sum of two kernel density functions in R. I wrote the code as follows, but it gives me error. I am sure about the kernel density estimation part, but it seems the summation or the integral part is not correct. I appreciate any help in advance...
  2. S

    integrating joint probability distribution

    Hi, could you help me in compute the integral with respect to x of f(x,y)d(x,y) where f(x,y) is a joint probability distribution? I know that the integral with respect to x of f(x,y)dx is just f(y) where f(y) is the marginal distribution of y, but in the exercise I have f(x,y)d(x,y) inside the...
  3. S

    VAR or VECM with I(1) and I(0) series

    Hello, I am trying to estimate macroeconomic data with VAR. I have a system of 5 equations. 3 of the series are I(1) while 2 are I(0). I have a few questions in estimation: i) can I estimate a VAR with first differences of the three integrated series, and levels of the other two which have no...
  4. C

    Improved Monte-Carlo method vs. hit-and-miss method

    I am not understanding *Which is more accurate, the hit-and-miss method or the improved Monte-Carlo method?* http://www-stat.stanford.edu/~susan/courses/s208/node14.html it is written that that the hit-and-miss has a higher variance but they showed (variance of improved Monte-Carlo) -...
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    looping a procedure that utilizes an integration of a function

    Hi, all. I've written a function that returns the survival function for a Gompertz mortality model. I've specified the two model parameters. With a calculation that includes a simple integration, I can calculate the life expectancy at any age. Is there a way I can use a loop with the...
  6. D

    Expected Value of Order Statistics from Standard Normal Distribution

    Question: Find the expected value of the largest order statistic in a random sample of size 4 from the standard normal distribution. Remarks: I got the only answer to this question without any derivation or proof. The definite integral is very difficult, please help with the integral. Please...
  7. D

    Using Generalized Estimating Equations to test item validity on a scale

    Hi, I am creating a new measurement scale for withdrawal from cannabis, and have daily withdrawal data from 50 people for 1 week before abstinence (baseline smoking as usual) and then for 2 weeks of abstinence. There are 26 items on this new scale, and essentially what I want to is to rank...