03-01-2013 10:56 AM
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.
03-01-2013 11:13 AM
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.
03-01-2013 11:27 AM
The GAMINV function will return quantiles from a Gamma Distribution; you would have to make use of the quantiles to create the confidence interval.
03-19-2014 10:33 AM
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