I ve been searching through the forum to find an answer, but have been unsuccessful. My problem is with an integration of an equation.

i want to integrate a function say G(w) over w, from the bounds t to infinity.

and further i assume that G(W)= F(w1)xF(w2)xF(w3) where F(wi) s are known.

i ve been trying to learn and implement trapezoidal rule, but it was too complex. and i want to believe there should be an easier way.

any help worth really much for me.

The only problem with the java implementation is that (besides being overdesigned) it wouldn't work in the OP situation: the bounds t to infinity.

by the way, the F(wi) functions are the normal cumulative distributionss of mutually exclusive stochastic events.

any help?