Dear all,
To use in my recent project, I came up with the integration of erf(x-mu/
(alpha*sqrt(2)))^m (or roughly erf(z)^m) and x*erf(x-mu/(alpha*sqrt(2)))^m
(or again roughly z*erf(z)^m), where mu is the mean, alpha is the std
deviation, and m can be any natural number.
During my search through some sources (statistics books) and internet, it
seems that there are no closed form evaluations of these integrals, or are
there?
Can somebody inform me whether there are closed evalutions of these
integrals, or suggest me any numerical methods code to evaluate this
(preferably in C or C++)?
Thanks for your attention...
Murat Semerci
MSc Student and TA in Bogazici Un., Turkey.
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