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Integrals involving NORMALD_CDF - possible CAS bug?
02-25-2020, 03:18 PM
Post: #5
RE: Integrals involving NORMALD_CDF - possible CAS bug?
(02-25-2020 07:24 AM)parisse Wrote:  Some incomplete simplification prevented integration. However, since normald_cdf is evaled to erf, you will get a lot of erf that the CAS is unable to simplify to 1/2. Numeric evaluation correctly returns 0.5.
The problem isn't that integration has been prevented; the problem is that it has been carried out incorrectly. The expression that the Prime returns involving erf (see the second expression in my first post) is not correct, even though the numeric evaluation is. The difference between the "exact" expression and the numeric expression is what confuses the Prime home screen integration routine.

I accept that this is easy to work around, now that I know about it - just untick "Exact" in the CAS screen settings. But it would be nice if the incorrect integration did not take place.

Thank you for looking at this.

Nigel (UK)
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RE: Integrals involving NORMALD_CDF - possible CAS bug? - Nigel (UK) - 02-25-2020 03:18 PM



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