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## Integrating a normal distribution many times

**From**: |
Søren Hauberg |

**Subject**: |
Integrating a normal distribution many times |

**Date**: |
Thu, 17 May 2007 13:33:05 +0200 |

**User-agent**: |
Thunderbird 1.5.0.10 (X11/20070403) |

Hi,
This is not necessarily an Octave question. but here goes anyway.

` I need to evaluate the integrate a normal distribution over a
``specific interval with many mean values. My current Octave
``implementation just calls 'quad' at mean value, i.e.
`
for t = linspace(0, 32, 750)
qq = @(x) normal_pdf(x, t, 2.5);
result = quad(qq, 19, 26, 0)
endfor

`This is, however, fairly slow. At some point my system needs to run in
``real-time (not in an Octave implementation), so I doubt that the above
``strategy will work. Does anybody have some hints on how to speed this
``up? Should I precalculate a lookup table with some values and then
``interpolate when I need to evaluate the function at a new mean value?
`
Søren

**Integrating a normal distribution many times**,
*Søren Hauberg* **<=**