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R: integration problem

Ravi Varadhan 
Hi,

If your limits were to be from -1 to +1 (instead of lower limit being 0),
your integral is:

pi * I_0(b)

Where I_0 is the modified Bessel's function of the zeroth order.  

If it is from 0 to 1, then there is no closed form (the integrand is not
symmetric about 0). You must evaluate the integral with exp(a*cos(t)) as the
integrand from 0 to pi/2.

Hope this is helpful,
Ravi.

Thread (3 messages)

Clark Allan R: integration problem Oct 10 Uwe Ligges R: integration problem Oct 10 Ravi Varadhan R: integration problem Oct 10