Reputation: 1422
I have defined the function:
g[x_] = TransformedDistribution[ u + v , {u \[Distributed] ParetoDistribution[1, 1], v \[Distributed] ParetoDistribution[1, 1]}];
PDF[dist,x]
However, when I want to integrate g[x]
from k to infinity :
Integrate[g[x] , {x,k , \[Infinity] } ]
Mathematica does not output anything.
Any recommendations on how to solve this or how I could get the function that was outputted when I first defined g[x]
and then doing the integration ?
Thank you
Upvotes: 0
Views: 140
Reputation: 6989
I think you just have your function syntax wrong, try this:
g[x_] = PDF[
TransformedDistribution[
u + v, {u \[Distributed] ParetoDistribution[1, 1],
v \[Distributed] ParetoDistribution[1, 1]}], x]
when you integrate you need to add the condition that k is real:
Integrate[g[x], {x, k, Infinity}, Assumptions -> Element[k, Reals]]
1 k<=2
(2 (k + Log[-1 + k]))/k^2 k>2
Upvotes: 1