Hi, when I try this code on Sage 8.0:
u = var('u'); D = RealDistribution('gaussian',1); f(u) = D.distribution_function(u)
I get the following error message:
TypeError: unable to simplify to float approximation
What I want is to get the numerical approximation of integral_numerical(f(u), u, a, b), for some fixed values a and b.
Thanks.
No need to define a symbolic variable like u in your example.
The following should be what you want.
sage: D = RealDistribution('gaussian', 1)
sage: f = D.distribution_function
sage: def prob(a, b):
....: return integral_numerical(f, (a, b))
....:
sage: prob(1.4, 1.5)
(0.013949457964912993, 1.5487009413687183e-16)
where the output is an estimation of the integral and of the error term in computing it numerically.
Thanks! Now I want to pass another function into the argument of f, i.e., I want to obtain a numerical approximation of $\int_{a}^{b}f(g(u))\mathrm{d}u$ for some function $g$. How can I do this?
You could do the following.
sage: D = RealDistribution('gaussian', 1)
sage: f = D.distribution_function
sage: def prob(a, b):
....: return integral_numerical(f, (a, b))
....:
sage: def probg(g, a, b):
....: return integral_numerical(lambda x: f(g(x)), (a, b))
....:
sage: g = lambda x: x^2
sage: a, b = 0.7, 0.8
sage: probg(g, a, b)
(0.03401903789457926, 3.7768719146157604e-16)
Asked: 2017-11-21 16:13:55 +0100
Seen: 620 times
Last updated: Nov 21 '17
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