I am trying to compute the following integral:
Integrate[Exp[Sum[-((cw λ - b[i])^2/(2 σ^2)), {i, 1, n}]], {cw, 0, 1}]
And currently MathematicaMathematica outputs
(Sqrt[π/2] σ (Erf[(Sqrt[n] (λ - b[i]))/(Sqrt[2] σ)] + Erf[(Sqrt[n] b[i])/(Sqrt[2] σ)]))/(Sqrt[n] λ)
(Sqrt[π/2] σ (Erf[(Sqrt[n] (λ - b[i]))/(Sqrt[2] σ)] +
Erf[(Sqrt[n] b[i])/(Sqrt[2] σ)]))/(Sqrt[n] λ)
Which is not only is blatantly incorrect (there can be no dependence on i,i
for oneexample), but also has little connection with my input. If I replace nn
with an integer in the first expression, the output is the correct result for the integration, but I want the general result with nn
summands. What am I doing wrong?
Edit: I am willing to make assumptions, such as that λλ
, σσ
and all b[i]'sb[i]
's are real. Nonetheless, that does not seem to matter here.