definite integral in sas

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Occasional Contributor
Posts: 18

definite integral in sas


Hi Everybody,

Could you help me to integrate this function using sas.

integrate x^2 e^(-x/2) between  0 to x and equate the result to 0.95 to find the value of x.

Thanks for your Co-operation.

Ram Adhikari

Trusted Advisor
Posts: 1,913

Re: definite integral in sas

Posted in reply to ram_adhikari_jacks_sdstate_edu

As far as I know, SAS does not evaluate integrals in general. It can perform numerical approximations to your integral, but I don't think there's a procedure or function in SAS to do that, you would have to write it yourself.

Occasional Contributor
Posts: 18

Re: definite integral in sas

Posted in reply to PaigeMiller

Is there a function to find the 95% confidence interval for Gamma Distribution ?

Ram

Trusted Advisor
Posts: 1,913

Re: definite integral in sas

Posted in reply to ram_adhikari_jacks_sdstate_edu

The GAMINV function will return quantiles from a Gamma Distribution; you would have to make use of the quantiles to create the confidence interval.

SAS Super FREQ
Posts: 3,752

Re: definite integral in sas

Posted in reply to ram_adhikari_jacks_sdstate_edu

As Paige Miller says, you can use the QUANTILE function to find x such that P(t<=x)=0.95.

In general, you can use the QUAD routine in SAS/IML to solve integrals: How to numerically integrate a function in SAS - The DO Loop

It is also worth pointing out that you can evaluate integrals as part of a root-finding or optimization routine. For example, see

Optimizing a function of an integral - The DO Loop

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