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Bounds represent the points with which data cannot exceed, such as minima or maxima.

1 vote
0 answers
271 views

Find expectation or lower bound of log erf

I need to find the expectation of $\log \Phi(x)=\log \left(\int_{-\infty}^x\frac{1}{2\pi}\exp(-\frac{1}{2}s^2)ds\right)$. (I realise this isn't quite the error function, but not sure what to call it). …
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  • 1,353
8 votes
2 answers
1k views

$E(\frac{1}{1+x^2})$ under a Gaussian

If this integral isn't analytical any sensible bounds? …
sachinruk's user avatar
  • 1,353
0 votes
0 answers
379 views

Normalising Constant for exponentiated function

What would the normalising constant be of the following, or atleast an approximation? I would like to avoid sampling. $$f(\theta)=\exp(-k_1e^{-k_2\theta^2}-\theta^2)\qquad\theta\in(-\infty,\infty), …
sachinruk's user avatar
  • 1,353