On 03/01/2011 06:51 AM, Alzer Kong wrote:
> I was wondering how to use Maxima to integrate a Normal Distribution
> Function
>
> (1.0/sqrt(2.0*PI))*exp(-0.5*x*x),
>
> under the Clenshaw-Curtis or Chebyshev Integration Schema, WITHOUT any
> weight function.
>
> I'm using the above example to get used to Maxima in order to tackle a
> more protracted problem..
>
> Namely, ideally I want to integrate a Chebyshev Fit for a set of points
> of a histogram distribution. i.e. calculate P( x <= b ), given that I
> already have the Chebyshev curve (and coefficients) that interpolates
> the data.
There is nothing that prevents your chebyshev approximation from having
negative values which is meaningless for a PDF. You may prefer to model
the logarithm of the density as a chebyshev, and then use e^x to get the
pdf.