Monday, 13 August 2007

ca.analysis and odes - An integral arising in statistics

The integral I need:
$$t(x)=int_{-K}^{K}frac{exp(ixy)}{1+y^{2q}}dy$$



$K<infty$, q natural number



For q=1 this integral is
$$pi/2-int_{Arc}frac{exp(ixy)}{1+y^{2}}dy $$
Where Arc has radius $K$



Upper bound is $$Kpi/(K^2-1)^2$$



Can I obtain a better expression for the integral?



One more question about this integral. For K<1 this integral is just
$$-int_{Arc}frac{exp(ixy)}{1+y^{2}}dy?$$

No comments:

Post a Comment