Monday, 13 August 2007

ca.analysis and odes - An integral arising in statistics

The integral I need:
t(x)=intKKfracexp(ixy)1+y2qdyt(x)=intKKfracexp(ixy)1+y2qdy



K<inftyK<infty, q natural number



For q=1 this integral is
pi/2intArcfracexp(ixy)1+y2dypi/2intArcfracexp(ixy)1+y2dy
Where Arc has radius KK



Upper bound is Kpi/(K21)2Kpi/(K21)2



Can I obtain a better expression for the integral?



One more question about this integral. For K<1 this integral is just
intArcfracexp(ixy)1+y2dy?intArcfracexp(ixy)1+y2dy?

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