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Math Help - Analytical Solution for Chebyshev integral?

  1. #1
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    Analytical Solution for Chebyshev integral?

    i have an integral which is of the form of the chebyshev integral

    int_u^v P^D * (1-P)^(N-D) dP

    where N and D are constants and N>=D

    According to the chebyshev integral the solution to this is the incomplete beta function.

    My problem is that i need to program a method to solve this. What would you recomend? Simpsons rule? Trapezoid rule? Is there a nice neat analytical solution anyone knows?

    Thanks as always for the help
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by chogo View Post
    i have an integral which is of the form of the chebyshev integral

    int_u^v P^D * (1-P)^(N-D) dP

    where N and D are constants and N>=D

    According to the chebyshev integral the solution to this is the incomplete beta function.

    My problem is that i need to program a method to solve this. What would you recomend? Simpsons rule? Trapezoid rule? Is there a nice neat analytical solution anyone knows?

    Thanks as always for the help
    In what language? Matlab will have a selection of methods built in. C/C++
    and anything else, do an online search of a library with suitable quadrature
    algorithms - they are out there.

    If you can find an existing library the code provided will be better than
    anything you are likely to write for yourself.

    RonL
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  3. #3
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    im programming in java.

    sorry what are quadrature algorithms?
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  4. #4
    Grand Panjandrum
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    Quote Originally Posted by chogo View Post
    im programming in java.

    sorry what are quadrature algorithms?
    methods of comuting numerical integrals

    RonL
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  5. #5
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    thanks i did a search and found a nice algorithm in numerical recipies for c. Ill adapt it to java
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