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From: Dário Abdulrehman on 26 May 2010 07:10
Hi,

I cannot get Mathematica to integrate the expression below. Any tips would
be appreciated.
Thanks.

FullSimplify[
Integrate[
Product[PDF[NormalDistribution[y, \[Sigma]], Subscript[x, i]], {i,
n}]

PDF[NormalDistribution[\[Mu], \[Phi]], y],
{y, -Infinity, Infinity},
Assumptions -> {\[Sigma] >= 0, \[Phi] >= 0}]]


From: dh on 27 May 2010 06:42
Hi Dario,
Mathematica can not integrate a product with an undefined number of factors.
Therefore, you need to give a definite value to n (it seems to take
forever for n>2).
Further,Signa and Phi should be larger than zero, otherwise the PDF is
not a function.
cheers, Daniel

Am 26.05.2010 13:10, schrieb D�rio Abdulrehman:
> FullSimplify[
> Integrate[
> Product[PDF[NormalDistribution[y, \[Sigma]], Subscript[x, i]], {i,
> n}]
>
> PDF[NormalDistribution[\[Mu], \[Phi]], y],
> {y, -Infinity, Infinity},
> Assumptions -> {\[Sigma]>= 0, \[Phi]>= 0}]]
>


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